+24.4%
TXG vs VIG
+126.4%
-102.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.8% |
| 7D | +9.4% | -0.4% | +9.8% | +10.0% |
| 30D | +26.1% | -2.1% | +28.2% | +29.8% |
| 3M | +124.8% | +3.3% | +121.5% | +115.2% |
| 6M | +215.2% | +9.3% | +206.0% | +181.2% |
| YTD | +302.2% | +10.1% | +292.1% | +255.9% |
| 1Y | +370.9% | +14.7% | +356.2% | +295.1% |
| 3Y | +38.5% | +56.9% | -18.4% | -17.8% |
| 5Y | -64.4% | +62.9% | -127.3% | -78.9% |
| All | +24.4% | +126.4% | -102.1% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling