+40.2%
TXG vs VCLT
+12.6%
+27.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.9% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +14.9% | +0.1% | +14.8% | +14.8% |
| 3M | +120.0% | -2.9% | +122.9% | +131.3% |
| 6M | +221.8% | -4.0% | +225.8% | +246.3% |
| YTD | +312.6% | -2.2% | +314.8% | +331.9% |
| 1Y | +398.4% | -2.6% | +401.0% | +424.4% |
| All | +40.2% | +12.6% | +27.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling