+129.7%
VTR vs TXG
+43.8%
+85.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.6% |
| 7D | -0.3% | +9.5% | -9.8% | -0.6% |
| 30D | +1.1% | +18.8% | -17.7% | +0.5% |
| 3M | +7.9% | +136.1% | -128.2% | +4.1% |
| 6M | +6.2% | +235.2% | -229.1% | +0.2% |
| YTD | +17.7% | +320.5% | -302.8% | +9.3% |
| 1Y | +32.9% | +425.2% | -392.3% | +20.7% |
| 3Y | +129.7% | +42.9% | +86.8% | +162.8% |
| All | +129.7% | +43.8% | +85.9% | +162.8% |
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