+83.9%
VUG vs TXG
+39.1%
+44.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | -1.9% | +5.0% | -6.9% | -2.5% |
| 30D | -1.6% | +13.5% | -15.1% | -3.2% |
| 3M | +4.4% | +128.0% | -123.6% | -6.2% |
| 6M | +13.2% | +224.4% | -211.2% | -3.1% |
| YTD | +7.5% | +307.0% | -299.5% | -10.9% |
| 1Y | +12.5% | +427.2% | -414.8% | -10.8% |
| All | +83.9% | +39.1% | +44.8% | +58.6% |
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