-34.9%
VST vs TXG
+406.9%
-441.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.2% | -14.1% |
| 7D | -15.7% | -19.3% | +3.5% | -14.2% |
| 30D | -17.0% | -30.9% | +13.9% | -14.9% |
| 3M | -15.9% | +41.1% | -57.0% | -21.5% |
| 6M | -25.0% | +211.9% | -236.9% | -36.7% |
| YTD | -25.1% | +314.0% | -339.1% | -38.8% |
| 1Y | -34.9% | +405.4% | -440.3% | -48.4% |
| All | -34.9% | +406.9% | -441.8% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling