+130.5%
VT vs TXG
+9.8%
+120.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -2.3% | -15.4% | +13.1% | -0.5% |
| 30D | -5.0% | -22.1% | +17.1% | -2.5% |
| 3M | -4.9% | +30.0% | -34.9% | -9.4% |
| 6M | -1.5% | +160.7% | -162.2% | -14.9% |
| YTD | +8.5% | +263.5% | -255.0% | -11.1% |
| 1Y | +11.4% | +356.0% | -344.6% | -11.9% |
| 3Y | +70.1% | +53.4% | +16.7% | +47.4% |
| 5Y | +53.7% | -66.7% | +120.4% | +52.4% |
| All | +130.5% | +9.8% | +120.7% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling