+425.2%
TXG vs VCLT
-4.4%
+429.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.2% |
| 7D | +9.5% | -1.4% | +10.8% | +12.9% |
| 30D | +18.8% | -1.2% | +19.9% | +22.1% |
| 3M | +136.1% | -4.8% | +140.9% | +164.4% |
| 6M | +235.2% | -2.6% | +237.8% | +262.1% |
| YTD | +320.5% | -3.3% | +323.9% | +357.4% |
| 1Y | +425.2% | -4.8% | +430.0% | +485.8% |
| All | +425.2% | -4.4% | +429.6% | +485.8% |
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