+953.6%
VRT vs TXG
-63.6%
+1,017.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -10.3% |
| 7D | +2.4% | +9.1% | -6.7% | -0.1% |
| 30D | -2.7% | +14.9% | -17.6% | -6.7% |
| 3M | -9.2% | +120.0% | -129.2% | -28.6% |
| 6M | -0.5% | +221.8% | -222.3% | -31.1% |
| YTD | +62.3% | +312.6% | -250.2% | +3.4% |
| 1Y | +109.6% | +398.4% | -288.9% | +23.6% |
| 3Y | +573.1% | +42.1% | +531.0% | +426.9% |
| 5Y | +953.6% | -63.5% | +1,017.1% | +1,063.4% |
| All | +953.6% | -63.6% | +1,017.2% | +1,063.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling