+30.0%
TXG vs VIG
+125.8%
-95.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.3% |
| 7D | +9.5% | -1.1% | +10.6% | +11.1% |
| 30D | +18.8% | -2.7% | +21.5% | +23.4% |
| 3M | +136.1% | +2.5% | +133.6% | +128.4% |
| 6M | +235.2% | +9.2% | +226.0% | +199.2% |
| YTD | +320.5% | +9.8% | +310.7% | +273.6% |
| 1Y | +425.2% | +12.4% | +412.8% | +353.5% |
| 3Y | +42.9% | +55.9% | -13.0% | -14.5% |
| 5Y | -62.8% | +63.9% | -126.8% | -78.0% |
| All | +30.0% | +125.8% | -95.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling