+138.0%
VT vs TXG
+14.9%
+123.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -0.7% | -8.1% | +7.4% | +0.2% |
| 30D | -1.7% | -17.5% | +15.7% | +0.1% |
| 3M | -2.3% | +6.1% | -8.4% | -4.3% |
| 6M | +1.5% | +202.7% | -201.2% | -13.9% |
| YTD | +12.0% | +280.4% | -268.4% | -8.7% |
| 1Y | +12.9% | +274.0% | -261.2% | -8.1% |
| 3Y | +74.9% | +74.9% | +0.1% | +48.9% |
| 5Y | +59.9% | -63.0% | +123.0% | +56.5% |
| All | +138.0% | +14.9% | +123.1% | +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