+152.5%
VMC vs TXT
+100.3%
+52.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -5.3% | +0.8% | -6.1% | -5.7% |
| 30D | -12.3% | -10.4% | -1.8% | -7.8% |
| 3M | -10.3% | -14.3% | +4.1% | -4.1% |
| 6M | -8.6% | -15.1% | +6.5% | -2.0% |
| YTD | -11.9% | -8.3% | -3.6% | -9.2% |
| 1Y | -13.9% | -0.7% | -13.2% | -14.7% |
| 3Y | +18.2% | +6.0% | +12.2% | +11.0% |
| 5Y | +47.7% | +12.5% | +35.2% | +33.0% |
| 10Y | +152.5% | +103.2% | +49.3% | +45.9% |
| All | +152.5% | +100.3% | +52.2% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling