-49.4%
VG vs TXG
+320.7%
-370.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.0% |
| 7D | -7.7% | -3.7% | -4.0% | -7.5% |
| 30D | -8.8% | -22.0% | +13.2% | -7.3% |
| 3M | -15.6% | +7.4% | -23.0% | -16.7% |
| 6M | +5.2% | +191.2% | -186.0% | -8.4% |
| YTD | +76.9% | +285.7% | -208.8% | +38.1% |
| 1Y | +42.5% | +268.3% | -225.8% | +12.0% |
| All | -49.4% | +320.7% | -370.1% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling