+67.8%
VTV vs TXG
+43.8%
+24.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | -1.1% | +9.5% | -10.6% | -1.8% |
| 30D | -1.0% | +18.8% | -19.8% | -2.4% |
| 3M | +4.6% | +136.1% | -131.5% | -2.6% |
| 6M | +13.5% | +235.2% | -221.7% | +2.2% |
| YTD | +18.5% | +320.5% | -302.0% | +4.3% |
| 1Y | +22.9% | +425.2% | -402.3% | +5.3% |
| 3Y | +67.8% | +42.9% | +25.0% | +55.1% |
| All | +67.8% | +43.8% | +24.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling