+1,892.1%
VRT vs TXG
+7.8%
+1,884.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +10.5% | -1.8% | +12.3% | +11.1% |
| 30D | -9.3% | -20.4% | +11.1% | -3.6% |
| 3M | -29.6% | +0.1% | -29.7% | -30.7% |
| 6M | -45.4% | +176.2% | -221.5% | -59.7% |
| YTD | +24.8% | +256.8% | -232.0% | -15.8% |
| 1Y | +23.6% | +255.9% | -232.3% | -16.9% |
| 3Y | +379.7% | +60.2% | +319.5% | +258.2% |
| 5Y | +660.3% | -65.1% | +725.4% | +669.1% |
| All | +1,892.1% | +7.8% | +1,884.3% | +1,460.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling