+136.6%
VT vs TXG
+9.4%
+127.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.1% | 0.0% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | -2.5% | -17.7% | +15.2% | -0.6% |
| 3M | -3.3% | +2.3% | -5.7% | -4.9% |
| 6M | +1.5% | +182.5% | -181.0% | -13.2% |
| YTD | +11.4% | +262.4% | -251.0% | -8.7% |
| 1Y | +11.9% | +254.1% | -242.2% | -8.3% |
| 3Y | +73.9% | +66.6% | +7.3% | +48.9% |
| 5Y | +57.9% | -64.5% | +122.4% | +55.2% |
| All | +136.6% | +9.4% | +127.1% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling