+43.6%
VMC vs TXG
-65.2%
+108.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.4% |
| 7D | -1.3% | -1.8% | +0.6% | -1.1% |
| 30D | +15.5% | -20.4% | +35.9% | +17.8% |
| 3M | +0.6% | +0.1% | +0.5% | -1.0% |
| 6M | +2.1% | +176.2% | -174.1% | -12.6% |
| YTD | -1.6% | +256.8% | -258.3% | -19.3% |
| 1Y | -1.2% | +255.9% | -257.1% | -19.2% |
| 3Y | +35.3% | +60.2% | -24.9% | +17.8% |
| All | +43.6% | -65.2% | +108.8% | +40.2% |
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