+108.3%
V vs TXG
-65.2%
+173.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +0.9% | -1.8% | +2.8% | +1.0% |
| 30D | +9.0% | -20.4% | +29.4% | +10.3% |
| 3M | +16.7% | +0.1% | +16.6% | +15.6% |
| 6M | +33.4% | +176.2% | -142.8% | +20.5% |
| YTD | +22.4% | +256.8% | -234.4% | +7.1% |
| 1Y | +27.7% | +255.9% | -228.2% | +11.6% |
| 3Y | +78.0% | +60.2% | +17.8% | +61.3% |
| All | +108.3% | -65.2% | +173.5% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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