+2,664.9%
VRT vs TXG
+16.0%
+2,648.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +9.1% | +1.8% | +7.3% | +8.6% |
| 30D | +0.9% | +32.0% | -31.1% | -7.0% |
| 3M | -13.4% | +87.0% | -100.4% | -27.9% |
| 6M | +11.7% | +180.1% | -168.4% | -17.7% |
| YTD | +73.2% | +284.1% | -210.9% | +16.0% |
| 1Y | +123.4% | +361.7% | -238.3% | +39.7% |
| 3Y | +606.2% | +15.9% | +590.3% | +486.5% |
| 5Y | +899.9% | -66.2% | +966.1% | +923.1% |
| All | +2,664.9% | +16.0% | +2,648.9% | +2,050.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling