+89.7%
VTRS vs TXG
+406.9%
-317.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.4% |
| 7D | +2.4% | -19.3% | +21.7% | +3.1% |
| 30D | +9.1% | -30.9% | +40.0% | +10.3% |
| 3M | +9.4% | +41.1% | -31.7% | +8.2% |
| 6M | +28.3% | +211.9% | -183.5% | +23.4% |
| YTD | +58.0% | +314.0% | -256.0% | +51.1% |
| 1Y | +89.7% | +405.4% | -315.7% | +78.9% |
| All | +89.7% | +406.9% | -317.2% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling