+405.4%
TXG vs VCLT
-3.2%
+408.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +1.6% |
| 7D | -19.3% | +0.4% | -19.7% | -19.7% |
| 30D | -30.9% | +3.9% | -34.9% | -36.0% |
| 3M | +41.1% | -1.9% | +43.0% | +49.3% |
| 6M | +211.9% | -2.6% | +214.5% | +238.9% |
| YTD | +314.0% | -3.1% | +317.1% | +354.0% |
| 1Y | +405.4% | -3.6% | +408.9% | +462.4% |
| All | +405.4% | -3.2% | +408.6% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling