-18.9%
VST vs TXG
+366.6%
-385.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.1% |
| 7D | +9.9% | +9.4% | +0.5% | +8.7% |
| 30D | +7.9% | +26.1% | -18.2% | +4.8% |
| 3M | +3.4% | +124.8% | -121.4% | -6.7% |
| 6M | -4.1% | +215.2% | -219.3% | -16.6% |
| YTD | -5.7% | +302.2% | -307.9% | -20.2% |
| 1Y | -18.9% | +370.9% | -389.8% | -33.7% |
| All | -18.9% | +366.6% | -385.5% | -33.7% |
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 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