+452.3%
VST vs TXG
+9.8%
+442.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.1% | +8.4% | +10.3% |
| 7D | -9.8% | -15.4% | +5.6% | -8.3% |
| 30D | -25.1% | -22.1% | -3.0% | -23.3% |
| 3M | -11.6% | +30.0% | -41.6% | -15.4% |
| 6M | -20.9% | +160.7% | -181.6% | -30.4% |
| YTD | -22.3% | +263.5% | -285.8% | -34.6% |
| 1Y | -32.0% | +356.0% | -388.0% | -44.4% |
| 3Y | +262.4% | +53.4% | +209.0% | +208.6% |
| 5Y | +563.4% | -66.7% | +630.1% | +480.5% |
| All | +452.3% | +9.8% | +442.5% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling