+5.2%
VUG vs TXG
+406.9%
-401.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.2% |
| 7D | -3.0% | -19.3% | +16.2% | -1.2% |
| 30D | -6.4% | -30.9% | +24.5% | -3.8% |
| 3M | -3.2% | +41.1% | -44.3% | -7.3% |
| 6M | +3.1% | +211.9% | -208.8% | -8.6% |
| YTD | +6.3% | +314.0% | -307.7% | -7.8% |
| 1Y | +5.2% | +405.4% | -400.2% | -9.9% |
| All | +5.2% | +406.9% | -401.7% | -9.9% |
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