+419.8%
TXN vs VSH
+196.4%
+223.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +0.9% |
| 7D | +4.0% | +4.8% | -0.8% | +1.7% |
| 30D | -2.9% | -0.7% | -2.2% | -2.7% |
| 3M | -9.1% | -43.1% | +34.0% | +15.5% |
| 6M | +36.6% | +91.8% | -55.2% | -8.4% |
| YTD | +57.5% | +131.6% | -74.1% | -4.9% |
| 1Y | +49.5% | +118.1% | -68.6% | -8.1% |
| 3Y | +76.5% | +40.9% | +35.6% | +28.2% |
| 5Y | +62.4% | +75.8% | -13.4% | +2.5% |
| All | +419.8% | +196.4% | +223.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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