+75.0%
VTI vs TXG
-62.8%
+137.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -0.9% | +9.5% | -10.4% | -2.1% |
| 30D | -1.4% | +18.8% | -20.2% | -3.9% |
| 3M | +3.6% | +136.1% | -132.5% | -8.9% |
| 6M | +13.6% | +235.2% | -221.6% | -5.6% |
| YTD | +12.9% | +320.5% | -307.6% | -9.7% |
| 1Y | +17.2% | +425.2% | -408.0% | -10.3% |
| 3Y | +75.7% | +42.9% | +32.8% | +54.4% |
| All | +75.0% | -62.8% | +137.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling