+12.4%
VT vs TXG
+314.1%
-301.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +1.7% |
| 7D | +0.4% | +5.5% | -5.2% | -0.1% |
| 30D | -2.6% | -19.3% | +16.7% | -1.3% |
| 3M | -3.2% | +25.0% | -28.3% | -6.1% |
| 6M | +0.9% | +201.2% | -200.2% | -10.1% |
| YTD | +11.3% | +298.8% | -287.5% | -2.9% |
| All | +12.4% | +314.1% | -301.6% | -1.9% |
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