+89.1%
VMC vs TXG
+21.5%
+67.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.4% | -2.2% |
| 7D | -0.5% | +9.4% | -9.9% | -1.6% |
| 30D | -9.1% | +26.1% | -35.2% | -11.7% |
| 3M | -4.1% | +124.8% | -129.0% | -13.4% |
| 6M | -5.5% | +215.2% | -220.8% | -18.4% |
| YTD | -8.9% | +302.2% | -311.1% | -23.8% |
| 1Y | -12.9% | +370.9% | -383.9% | -29.2% |
| 3Y | +22.1% | +38.5% | -16.4% | +10.2% |
| 5Y | +52.7% | -64.4% | +117.1% | +46.9% |
| All | +89.1% | +21.5% | +67.6% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling