+135.3%
VT vs TXG
+16.5%
+118.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | -0.1% | -3.7% | +3.5% | +0.2% |
| 30D | -3.1% | -22.0% | +18.9% | -0.6% |
| 3M | -3.5% | +7.4% | -10.9% | -5.6% |
| 6M | +0.5% | +191.2% | -190.7% | -14.4% |
| YTD | +10.8% | +285.7% | -274.9% | -9.9% |
| 1Y | +11.9% | +268.3% | -256.4% | -8.7% |
| 3Y | +73.0% | +77.3% | -4.3% | +47.0% |
| 5Y | +58.6% | -62.3% | +121.0% | +54.8% |
| All | +135.3% | +16.5% | +118.9% | +85.1% |
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