+3,510.0%
VMC vs TXT
+2,259.2%
+1,250.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | +16.2% | +13.4% | +2.8% | +11.1% |
| 3M | -0.8% | -2.5% | +1.7% | -0.1% |
| 6M | +1.2% | -6.2% | +7.4% | +3.0% |
| YTD | +0.5% | -1.3% | +1.8% | +0.2% |
| 1Y | -2.9% | +4.3% | -7.2% | -5.1% |
| 3Y | +37.3% | +13.2% | +24.1% | +28.7% |
| 5Y | +48.8% | +12.4% | +36.4% | +38.7% |
| 10Y | +131.4% | +94.8% | +36.6% | +69.1% |
| All | +3,510.0% | +2,259.2% | +1,250.8% | +1,424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling