-51.4%
VG vs TXG
+296.5%
-347.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -22.0% | -15.4% | -6.6% | -20.9% |
| 30D | -11.6% | -22.1% | +10.5% | -10.0% |
| 3M | -14.9% | +30.0% | -44.9% | -17.3% |
| 6M | -3.5% | +160.7% | -164.2% | -14.8% |
| YTD | +70.0% | +263.5% | -193.5% | +33.4% |
| 1Y | +50.0% | +356.0% | -306.0% | +8.8% |
| All | -51.4% | +296.5% | -347.9% | -71.3% |
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 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