+19.2%
TXG vs VT
+135.6%
-116.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | -3.7% | -0.1% | -3.5% | -2.5% |
| 30D | -22.0% | -3.1% | -18.9% | -16.7% |
| 3M | +7.4% | -3.5% | +10.9% | +15.8% |
| 6M | +191.2% | +0.5% | +190.7% | +197.7% |
| YTD | +285.7% | +10.8% | +274.9% | +241.4% |
| 1Y | +268.3% | +11.9% | +256.4% | +221.0% |
| 3Y | +77.3% | +73.0% | +4.3% | -12.5% |
| 5Y | -62.3% | +58.6% | -121.0% | -78.7% |
| All | +19.2% | +135.6% | -116.3% | -49.5% |
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