+559.6%
VST vs TXG
+16.0%
+543.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +8.9% | +1.8% | +7.1% | +8.7% |
| 30D | +6.2% | +32.0% | -25.8% | +2.6% |
| 3M | -2.7% | +87.0% | -89.7% | -10.0% |
| 6M | -8.4% | +180.1% | -188.4% | -19.3% |
| YTD | -7.2% | +284.1% | -291.3% | -21.4% |
| 1Y | -20.9% | +361.7% | -382.6% | -35.0% |
| 3Y | +384.0% | +15.9% | +368.1% | +325.4% |
| 5Y | +757.1% | -66.2% | +823.2% | +654.6% |
| All | +559.6% | +16.0% | +543.6% | +391.4% |
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