+373.4%
VST vs TXG
+17.1%
+356.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +8.9% | +1.8% | +7.1% | +8.6% |
| 30D | +6.2% | +32.0% | -25.8% | +1.7% |
| 3M | -2.7% | +87.0% | -89.7% | -12.0% |
| 6M | -8.4% | +180.1% | -188.4% | -22.3% |
| YTD | -7.2% | +284.1% | -291.3% | -25.3% |
| 1Y | -20.9% | +361.7% | -382.6% | -38.9% |
| All | +373.4% | +17.1% | +356.3% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling