-7.0%
VTRS vs TXG
+27.0%
-34.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -2.2% | +9.5% | -11.7% | -3.2% |
| 30D | +3.3% | +18.8% | -15.5% | +1.2% |
| 3M | +2.0% | +136.1% | -134.1% | -8.4% |
| 6M | +19.9% | +235.2% | -215.3% | +2.5% |
| YTD | +35.7% | +320.5% | -284.8% | +12.3% |
| 1Y | +68.1% | +425.2% | -357.1% | +33.9% |
| 3Y | +87.1% | +42.9% | +44.2% | +64.1% |
| 5Y | +47.6% | -62.8% | +110.5% | +36.9% |
| All | -7.0% | +27.0% | -34.1% | -27.3% |
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