+365.7%
VGT vs TXG
+24.6%
+341.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | +1.5% | +9.1% | -7.7% | -0.2% |
| 30D | +0.5% | +14.9% | -14.4% | -2.2% |
| 3M | +5.3% | +120.0% | -114.7% | -10.1% |
| 6M | +32.4% | +221.8% | -189.4% | +4.3% |
| YTD | +28.6% | +312.6% | -284.0% | -4.1% |
| 1Y | +37.6% | +398.4% | -360.8% | -2.5% |
| 3Y | +125.5% | +42.1% | +83.4% | +89.4% |
| 5Y | +135.2% | -63.5% | +198.6% | +136.4% |
| All | +365.7% | +24.6% | +341.1% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling