+390.2%
VRT vs TXG
+76.2%
+314.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.6% |
| 7D | +0.5% | -8.1% | +8.6% | +2.5% |
| 30D | -13.7% | -17.5% | +3.8% | -10.1% |
| 3M | -26.7% | +6.1% | -32.8% | -28.1% |
| 6M | -43.8% | +202.7% | -246.5% | -56.2% |
| YTD | +27.6% | +280.4% | -252.9% | -6.5% |
| 1Y | +15.5% | +274.0% | -258.6% | -15.3% |
| All | +390.2% | +76.2% | +314.0% | +235.3% |
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