+30.8%
VNQ vs TXG
+43.8%
-12.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.4% |
| 7D | -1.3% | +9.5% | -10.8% | -2.1% |
| 30D | -2.6% | +18.8% | -21.3% | -4.2% |
| 3M | -2.0% | +136.1% | -138.1% | -10.3% |
| 6M | +4.3% | +235.2% | -230.9% | -8.5% |
| YTD | +9.2% | +320.5% | -311.3% | -7.1% |
| 1Y | +5.6% | +425.2% | -419.6% | -13.3% |
| 3Y | +30.8% | +42.9% | -12.0% | +31.4% |
| All | +30.8% | +43.8% | -12.9% | +31.4% |
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