+75.4%
VEA vs TXG
+43.8%
+31.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | +0.7% |
| 7D | -1.5% | +9.5% | -10.9% | -2.4% |
| 30D | -0.8% | +18.8% | -19.6% | -2.7% |
| 3M | +2.5% | +136.1% | -133.6% | -6.8% |
| 6M | +11.1% | +235.2% | -224.1% | -3.0% |
| YTD | +17.2% | +320.5% | -303.4% | -0.4% |
| 1Y | +24.5% | +425.2% | -400.7% | +2.6% |
| 3Y | +75.4% | +42.9% | +32.5% | +60.5% |
| All | +75.4% | +43.8% | +31.7% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling