+84.5%
VTR vs TXG
-62.8%
+147.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | -0.3% | +9.5% | -9.8% | -1.0% |
| 30D | +1.1% | +18.8% | -17.7% | -0.3% |
| 3M | +7.9% | +136.1% | -128.2% | -0.1% |
| 6M | +6.2% | +235.2% | -229.1% | -5.4% |
| YTD | +17.7% | +320.5% | -302.8% | +2.2% |
| 1Y | +32.9% | +425.2% | -392.3% | +11.7% |
| 3Y | +129.7% | +42.9% | +86.8% | +119.6% |
| All | +84.5% | -62.8% | +147.3% | +80.8% |
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 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