+24.4%
TXG vs VCLT
-2.7%
+27.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.8% |
| 7D | +9.4% | +0.3% | +9.1% | +9.0% |
| 30D | +26.1% | -0.6% | +26.6% | +26.8% |
| 3M | +124.8% | -2.2% | +127.1% | +130.6% |
| 6M | +215.2% | -2.9% | +218.1% | +227.1% |
| YTD | +302.2% | -2.1% | +304.3% | +313.8% |
| 1Y | +370.9% | -2.6% | +373.5% | +387.2% |
| 3Y | +38.5% | +12.5% | +26.0% | +26.8% |
| 5Y | -64.4% | -15.3% | -49.1% | -61.6% |
| All | +24.4% | -2.7% | +27.0% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling