+573.1%
VRT vs TXG
+41.0%
+532.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -10.1% |
| 7D | +2.4% | +9.1% | -6.7% | +0.6% |
| 30D | -2.7% | +14.9% | -17.6% | -5.5% |
| 3M | -9.2% | +120.0% | -129.2% | -23.5% |
| 6M | -0.5% | +221.8% | -222.3% | -23.4% |
| YTD | +62.3% | +312.6% | -250.2% | +17.8% |
| 1Y | +109.6% | +398.4% | -288.9% | +44.3% |
| All | +573.1% | +41.0% | +532.0% | +429.9% |
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