+75.8%
VT vs TXG
+17.1%
+58.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | +1.0% | +32.0% | -31.0% | -2.2% |
| 3M | +2.4% | +87.0% | -84.6% | -4.9% |
| 6M | +12.0% | +180.1% | -168.1% | -0.8% |
| YTD | +15.3% | +284.1% | -268.8% | -1.7% |
| 1Y | +22.6% | +361.7% | -339.1% | +1.5% |
| All | +75.8% | +17.1% | +58.6% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling