+46.0%
VFC vs TXT
+4.2%
+41.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.2% |
| 7D | +7.7% | -3.5% | +11.2% | +10.1% |
| 30D | +39.2% | +15.2% | +24.0% | +26.8% |
| 3M | +40.3% | -4.5% | +44.7% | +44.2% |
| 6M | +11.4% | -6.1% | +17.5% | +14.8% |
| YTD | +17.5% | -2.0% | +19.5% | +12.9% |
| All | +46.0% | +4.2% | +41.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling