-64.0%
TXG vs VCLT
-17.3%
-46.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | +0.4% |
| 7D | +5.0% | -1.3% | +6.3% | +7.1% |
| 30D | +13.5% | -1.1% | +14.6% | +15.6% |
| 3M | +128.0% | -3.7% | +131.7% | +141.8% |
| 6M | +224.4% | -4.0% | +228.5% | +248.0% |
| YTD | +307.0% | -3.4% | +310.4% | +332.3% |
| 1Y | +427.2% | -4.1% | +431.4% | +466.6% |
| 3Y | +40.2% | +11.0% | +29.2% | +23.7% |
| 5Y | -64.0% | -17.0% | -47.0% | -61.1% |
| All | -64.0% | -17.3% | -46.7% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling