+18.0%
VMC vs TXG
+41.0%
-23.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -3.5% |
| 7D | -5.3% | +9.1% | -14.5% | -6.1% |
| 30D | -12.3% | +14.9% | -27.1% | -13.5% |
| 3M | -10.3% | +120.0% | -130.2% | -17.7% |
| 6M | -8.6% | +221.8% | -230.4% | -19.5% |
| YTD | -11.9% | +312.6% | -324.5% | -24.5% |
| 1Y | -13.9% | +398.4% | -412.4% | -28.2% |
| All | +18.0% | +41.0% | -23.1% | +11.8% |
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