+46.4%
VTRS vs TXG
-62.8%
+109.2%
-45.7%
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 | -2.2% | +9.5% | -11.7% | -3.3% |
| 30D | +3.3% | +18.8% | -15.5% | +1.0% |
| 3M | +2.0% | +136.1% | -134.1% | -9.4% |
| 6M | +19.9% | +235.2% | -215.3% | +0.8% |
| YTD | +35.7% | +320.5% | -284.8% | +10.0% |
| 1Y | +68.1% | +425.2% | -357.1% | +30.4% |
| 3Y | +87.1% | +42.9% | +44.2% | +62.1% |
| All | +46.4% | -62.8% | +109.2% | +29.0% |
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