+10.1%
TXG vs VT
+130.1%
-120.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -7.4% |
| 7D | -28.8% | -4.2% | -24.6% | -22.9% |
| 30D | -28.0% | -5.8% | -22.2% | -19.7% |
| 3M | +22.3% | -5.2% | +27.6% | +35.7% |
| 6M | +163.8% | +0.1% | +163.7% | +170.6% |
| YTD | +256.0% | +8.2% | +247.7% | +226.3% |
| 1Y | +330.4% | +10.1% | +320.3% | +285.1% |
| 3Y | +46.2% | +69.7% | -23.5% | -25.7% |
| 5Y | -67.4% | +53.4% | -120.8% | -80.7% |
| All | +10.1% | +130.1% | -120.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling