+13.5%
VT vs TXG
+390.2%
-376.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.4% |
| 7D | -1.6% | -16.3% | +14.7% | -0.4% |
| 30D | -2.5% | -30.2% | +27.7% | -0.2% |
| 3M | -1.3% | +38.9% | -40.2% | -5.0% |
| 6M | +3.1% | +191.1% | -188.0% | -7.3% |
| YTD | +10.9% | +300.3% | -289.4% | -2.5% |
| All | +13.5% | +390.2% | -376.7% | -1.6% |
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