+115.7%
VEA vs TXG
+24.6%
+91.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.2% |
| 7D | +0.3% | +9.1% | -8.8% | -0.7% |
| 30D | +0.4% | +14.9% | -14.4% | -1.3% |
| 3M | +4.8% | +120.0% | -115.2% | -5.0% |
| 6M | +11.3% | +221.8% | -210.6% | -4.0% |
| YTD | +17.4% | +312.6% | -295.2% | -2.0% |
| 1Y | +26.2% | +398.4% | -372.2% | +2.1% |
| 3Y | +77.7% | +42.1% | +35.7% | +59.5% |
| 5Y | +60.9% | -63.5% | +124.4% | +57.5% |
| All | +115.7% | +24.6% | +91.1% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling