-28.5%
VST vs TXG
+314.1%
-342.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.8% |
| 3M | -4.6% | +25.0% | -29.6% | -9.8% |
| 6M | -9.1% | +201.2% | -210.2% | -23.1% |
| YTD | -16.6% | +298.8% | -315.5% | -31.0% |
| All | -28.5% | +314.1% | -342.5% | -41.1% |
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