+608.4%
VST vs TXG
-65.2%
+673.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +6.6% | -1.8% | +8.4% | +6.8% |
| 30D | -12.4% | -20.4% | +8.0% | -10.0% |
| 3M | -9.0% | +0.1% | -9.1% | -10.5% |
| 6M | -6.4% | +176.2% | -182.6% | -20.9% |
| YTD | -17.2% | +256.8% | -274.0% | -33.1% |
| 1Y | -22.0% | +255.9% | -277.9% | -37.2% |
| 3Y | +296.7% | +60.2% | +236.5% | +223.7% |
| All | +608.4% | -65.2% | +673.6% | +519.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling