+490.6%
VST vs TXG
+14.9%
+475.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +10.9% | -8.1% | +19.0% | +12.0% |
| 30D | -15.6% | -17.5% | +1.9% | -14.1% |
| 3M | -7.8% | +6.1% | -13.9% | -9.5% |
| 6M | -12.0% | +202.7% | -214.6% | -23.8% |
| YTD | -16.9% | +280.4% | -297.4% | -30.4% |
| 1Y | -25.1% | +274.0% | -299.1% | -37.3% |
| 3Y | +297.1% | +74.9% | +222.2% | +234.1% |
| 5Y | +641.9% | -63.0% | +705.0% | +544.7% |
| All | +490.6% | +14.9% | +475.7% | +335.4% |
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 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