+85.1%
VMC vs TXG
+27.0%
+58.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.5% |
| 7D | -3.8% | +9.5% | -13.2% | -4.8% |
| 30D | -9.7% | +18.8% | -28.5% | -11.6% |
| 3M | -9.6% | +136.1% | -145.7% | -18.8% |
| 6M | -4.8% | +235.2% | -240.1% | -18.3% |
| YTD | -10.9% | +320.5% | -331.4% | -25.8% |
| 1Y | -15.6% | +425.2% | -440.8% | -32.2% |
| 3Y | +19.3% | +42.9% | -23.6% | +7.3% |
| 5Y | +48.0% | -62.8% | +110.8% | +41.7% |
| All | +85.1% | +27.0% | +58.0% | +51.2% |
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