+492.6%
VST vs TXG
+20.5%
+472.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.7% | -2.4% | +6.2% |
| 7D | -0.5% | +5.5% | -6.1% | -1.2% |
| 30D | -17.1% | -19.3% | +2.3% | -15.4% |
| 3M | -4.6% | +25.0% | -29.6% | -8.2% |
| 6M | -9.1% | +201.2% | -210.2% | -21.2% |
| YTD | -16.6% | +298.8% | -315.5% | -30.5% |
| 1Y | -29.5% | +326.6% | -356.0% | -41.9% |
| 3Y | +297.5% | +78.3% | +219.2% | +233.5% |
| 5Y | +654.5% | -61.3% | +715.9% | +552.3% |
| All | +492.6% | +20.5% | +472.2% | +334.7% |
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