-59.4%
TXG vs VYM
+77.5%
-136.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.7% | +1.9% |
| 7D | +9.5% | -0.8% | +10.3% | +11.3% |
| 30D | +18.8% | -2.2% | +21.0% | +24.4% |
| 3M | +136.1% | +3.1% | +133.0% | +121.7% |
| 6M | +235.2% | +9.7% | +225.5% | +178.1% |
| YTD | +320.5% | +14.9% | +305.6% | +217.2% |
| 1Y | +425.2% | +17.6% | +407.6% | +278.0% |
| 3Y | +42.9% | +65.3% | -22.4% | -46.4% |
| All | -59.4% | +77.5% | -136.9% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling