+46.8%
VMC vs TXG
-64.0%
+110.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.4% |
| 7D | -3.7% | +5.0% | -8.7% | -4.3% |
| 30D | -12.8% | +13.5% | -26.3% | -14.3% |
| 3M | -7.9% | +128.0% | -136.0% | -17.8% |
| 6M | -7.5% | +224.4% | -232.0% | -21.5% |
| YTD | -11.6% | +307.0% | -318.6% | -27.5% |
| 1Y | -14.3% | +427.2% | -441.5% | -32.7% |
| 3Y | +18.5% | +40.2% | -21.7% | +7.0% |
| 5Y | +46.8% | -64.0% | +110.8% | +42.2% |
| All | +46.8% | -64.0% | +110.8% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling