-9.5%
VMC vs TXG
+372.5%
-382.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -4.3% | +1.8% | -6.1% | -4.5% |
| 30D | -8.2% | +32.0% | -40.3% | -10.5% |
| 3M | -7.0% | +87.0% | -94.1% | -12.7% |
| 6M | -10.8% | +180.1% | -190.8% | -19.1% |
| YTD | -7.4% | +284.1% | -291.5% | -17.2% |
| 1Y | -9.5% | +361.7% | -371.2% | -19.4% |
| All | -9.5% | +372.5% | -382.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling