+570.3%
VST vs TXG
+21.5%
+548.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.1% |
| 7D | +9.9% | +9.4% | +0.5% | +8.8% |
| 30D | +7.9% | +26.1% | -18.2% | +5.0% |
| 3M | +3.4% | +124.8% | -121.4% | -6.2% |
| 6M | -4.1% | +215.2% | -219.3% | -16.7% |
| YTD | -5.7% | +302.2% | -307.9% | -20.6% |
| 1Y | -18.9% | +370.9% | -389.8% | -33.4% |
| 3Y | +359.1% | +38.5% | +320.5% | +297.0% |
| 5Y | +766.9% | -64.4% | +831.2% | +659.2% |
| All | +570.3% | +21.5% | +548.8% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling