+51.8%
VG vs TXG
+406.9%
-355.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.4% | -11.1% | -7.4% |
| 7D | -16.4% | -19.3% | +2.9% | -18.0% |
| 30D | -10.8% | -30.9% | +20.1% | -14.0% |
| 3M | -6.3% | +41.1% | -47.4% | +0.2% |
| 6M | -12.5% | +211.9% | -224.4% | +4.7% |
| YTD | +76.9% | +314.0% | -237.1% | +99.4% |
| 1Y | +51.8% | +405.4% | -353.6% | +61.8% |
| All | +51.8% | +406.9% | -355.1% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling