+25.8%
TXG vs VO
+111.5%
-85.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | 0.0% |
| 7D | +5.0% | -2.5% | +7.5% | +9.0% |
| 30D | +13.5% | -3.2% | +16.7% | +19.2% |
| 3M | +128.0% | +3.9% | +124.1% | +116.4% |
| 6M | +224.4% | +9.6% | +214.8% | +187.4% |
| YTD | +307.0% | +11.6% | +295.4% | +253.4% |
| 1Y | +427.2% | +12.6% | +414.6% | +354.1% |
| 3Y | +40.2% | +55.4% | -15.2% | -17.1% |
| 5Y | -64.0% | +41.8% | -105.9% | -74.9% |
| All | +25.8% | +111.5% | -85.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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