+33.4%
VNQ vs TXG
+27.0%
+6.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.3% |
| 7D | -1.3% | +9.5% | -10.8% | -2.3% |
| 30D | -2.6% | +18.8% | -21.3% | -4.7% |
| 3M | -2.0% | +136.1% | -138.1% | -12.4% |
| 6M | +4.3% | +235.2% | -230.9% | -11.4% |
| YTD | +9.2% | +320.5% | -311.3% | -10.3% |
| 1Y | +5.6% | +425.2% | -419.6% | -16.6% |
| 3Y | +30.8% | +42.9% | -12.0% | +17.5% |
| 5Y | +8.0% | -62.8% | +70.8% | +6.3% |
| All | +33.4% | +27.0% | +6.4% | +0.7% |
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