+12.4%
TXG vs VT
+130.7%
-118.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.7% |
| 7D | -15.4% | -2.3% | -13.1% | -11.5% |
| 30D | -22.1% | -5.0% | -17.1% | -14.3% |
| 3M | +30.0% | -4.9% | +34.9% | +43.3% |
| 6M | +160.7% | -1.5% | +162.2% | +174.5% |
| YTD | +263.5% | +8.5% | +255.0% | +231.9% |
| 1Y | +356.0% | +11.4% | +344.6% | +300.8% |
| 3Y | +53.4% | +70.1% | -16.7% | -22.3% |
| 5Y | -66.7% | +53.7% | -120.4% | -80.4% |
| All | +12.4% | +130.7% | -118.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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