-67.9%
VFC vs TXT
+7.8%
-75.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.7% |
| 7D | +11.2% | -2.5% | +13.7% | +13.4% |
| 30D | +41.5% | +14.4% | +27.1% | +27.0% |
| 3M | +38.9% | -4.9% | +43.9% | +43.8% |
| 6M | +6.1% | -10.2% | +16.4% | +14.3% |
| YTD | +14.5% | -4.1% | +18.6% | +16.1% |
| 1Y | +46.0% | +4.0% | +42.0% | +38.6% |
| 3Y | +36.4% | +8.0% | +28.4% | +23.8% |
| All | -67.9% | +7.8% | -75.6% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling