+30.0%
TXG vs VYM
+124.4%
-94.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.7% | +2.5% |
| 7D | +9.5% | -0.8% | +10.3% | +10.5% |
| 30D | +18.8% | -2.2% | +21.0% | +21.9% |
| 3M | +136.1% | +3.1% | +133.0% | +128.1% |
| 6M | +235.2% | +9.7% | +225.5% | +202.8% |
| YTD | +320.5% | +14.9% | +305.6% | +260.9% |
| 1Y | +425.2% | +17.6% | +407.6% | +340.0% |
| 3Y | +42.9% | +65.3% | -22.4% | -12.1% |
| 5Y | -62.8% | +78.7% | -141.5% | -77.5% |
| All | +30.0% | +124.4% | -94.4% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling