+226.1%
VUG vs TXG
+27.0%
+199.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -0.5% | +9.5% | -10.0% | -2.0% |
| 30D | -1.0% | +18.8% | -19.7% | -4.0% |
| 3M | +3.5% | +136.1% | -132.6% | -11.5% |
| 6M | +14.2% | +235.2% | -221.0% | -8.9% |
| YTD | +8.5% | +320.5% | -312.0% | -17.4% |
| 1Y | +12.9% | +425.2% | -412.3% | -18.5% |
| 3Y | +85.6% | +42.9% | +42.7% | +58.6% |
| 5Y | +78.1% | -62.8% | +141.0% | +77.8% |
| All | +226.1% | +27.0% | +199.1% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling