+64.2%
VTR vs TXG
+24.6%
+39.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -2.9% | +9.1% | -12.1% | -3.6% |
| 30D | -2.8% | +14.9% | -17.7% | -4.0% |
| 3M | +9.0% | +120.0% | -111.0% | +1.3% |
| 6M | +5.0% | +221.8% | -216.9% | -6.5% |
| YTD | +16.9% | +312.6% | -295.6% | +1.3% |
| 1Y | +34.3% | +398.4% | -364.1% | +13.1% |
| 3Y | +131.6% | +42.1% | +89.5% | +117.1% |
| 5Y | +88.0% | -63.5% | +151.5% | +89.8% |
| All | +64.2% | +24.6% | +39.6% | +23.1% |
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