+135.8%
VTV vs TXG
+24.6%
+111.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -0.7% | +9.1% | -9.8% | -1.4% |
| 30D | -0.5% | +14.9% | -15.4% | -1.8% |
| 3M | +5.3% | +120.0% | -114.7% | -2.4% |
| 6M | +12.9% | +221.8% | -208.9% | +0.5% |
| YTD | +18.5% | +312.6% | -294.1% | +2.7% |
| 1Y | +25.3% | +398.4% | -373.2% | +5.9% |
| 3Y | +68.2% | +42.1% | +26.1% | +53.8% |
| 5Y | +80.6% | -63.5% | +144.1% | +78.0% |
| All | +135.8% | +24.6% | +111.2% | +83.9% |
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 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