+46.6%
VMC vs TXT
+13.0%
+33.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +1.5% |
| 7D | +0.3% | -3.5% | +3.8% | +2.0% |
| 30D | +18.6% | +15.2% | +3.4% | +10.9% |
| 3M | +2.0% | -4.5% | +6.5% | +3.9% |
| 6M | +2.6% | -6.1% | +8.7% | +4.8% |
| YTD | +2.3% | -2.0% | +4.2% | +1.8% |
| 1Y | +1.7% | +4.2% | -2.5% | -1.8% |
| 3Y | +41.7% | +14.4% | +27.3% | +26.8% |
| 5Y | +46.6% | +12.3% | +34.3% | +30.6% |
| All | +46.6% | +13.0% | +33.6% | +30.6% |
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