-38.0%
VG vs TXG
+338.8%
-376.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.8% |
| 7D | -2.5% | +9.4% | -11.9% | -3.2% |
| 30D | +11.1% | +26.1% | -15.0% | +8.8% |
| 3M | +14.9% | +124.8% | -109.9% | +5.1% |
| 6M | +18.4% | +215.2% | -196.9% | +0.5% |
| YTD | +116.6% | +302.2% | -185.6% | +69.5% |
| 1Y | +9.4% | +370.9% | -361.6% | -20.0% |
| All | -38.0% | +338.8% | -376.8% | -63.5% |
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 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