+3,227.9%
VMC vs TXT
+2,070.1%
+1,157.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -4.3% | -4.8% | +0.5% | -2.7% |
| 30D | -8.2% | -10.6% | +2.4% | -4.6% |
| 3M | -7.0% | -13.2% | +6.1% | -2.6% |
| 6M | -10.8% | -20.3% | +9.6% | -3.7% |
| YTD | -7.4% | -9.3% | +1.9% | -4.8% |
| 1Y | -9.5% | -2.7% | -6.8% | -9.3% |
| 3Y | +20.5% | +1.4% | +19.1% | +17.4% |
| 5Y | +51.6% | +9.6% | +42.0% | +42.8% |
| 10Y | +150.0% | +94.9% | +55.1% | +83.5% |
| All | +3,227.9% | +2,070.1% | +1,157.9% | +1,349.0% |
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