+2,345.6%
VRT vs TXG
+22.9%
+2,322.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.3% | -5.3% |
| 7D | -7.7% | +5.0% | -12.7% | -8.9% |
| 30D | -12.0% | +13.5% | -25.5% | -15.1% |
| 3M | -11.7% | +128.0% | -139.7% | -30.2% |
| 6M | -8.1% | +224.4% | -232.5% | -34.9% |
| YTD | +53.2% | +307.0% | -253.8% | +1.1% |
| 1Y | +81.7% | +427.2% | -345.6% | +9.9% |
| 3Y | +535.3% | +40.2% | +495.1% | +399.4% |
| 5Y | +916.4% | -64.0% | +980.4% | +922.8% |
| All | +2,345.6% | +22.9% | +2,322.7% | +1,772.7% |
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 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