+124.8%
VGT vs TXG
+43.8%
+81.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.7% |
| 7D | -0.2% | +9.5% | -9.6% | -1.5% |
| 30D | -0.4% | +18.8% | -19.2% | -3.0% |
| 3M | +4.4% | +136.1% | -131.7% | -8.6% |
| 6M | +32.1% | +235.2% | -203.2% | +9.1% |
| YTD | +28.8% | +320.5% | -291.8% | +2.3% |
| 1Y | +35.3% | +425.2% | -389.8% | +2.9% |
| 3Y | +124.8% | +42.9% | +81.9% | +84.4% |
| All | +124.8% | +43.8% | +81.0% | +84.4% |
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