+84.6%
TXN vs VSH
+38.9%
+45.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.0% |
| 7D | +9.5% | +14.3% | -4.9% | +2.8% |
| 30D | +8.7% | -7.9% | +16.6% | +11.2% |
| 3M | +11.6% | -19.9% | +31.4% | +20.1% |
| 6M | +0.1% | -30.5% | +30.6% | +9.8% |
| YTD | +78.8% | +85.7% | -6.9% | +18.1% |
| 1Y | +91.2% | +98.9% | -7.7% | +21.7% |
| 3Y | +125.8% | +32.1% | +93.7% | +65.0% |
| All | +84.6% | +38.9% | +45.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling