+20,427.4%
TXN vs VSH
+1,656.4%
+18,771.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +2.2% | +6.2% | -4.0% | -0.4% |
| 30D | -9.5% | -11.1% | +1.6% | -5.1% |
| 3M | -10.5% | -44.9% | +34.4% | +11.9% |
| 6M | +35.4% | +90.0% | -54.6% | -2.6% |
| YTD | +51.8% | +118.8% | -67.0% | +2.2% |
| 1Y | +42.9% | +109.0% | -66.0% | -2.8% |
| 3Y | +71.3% | +35.6% | +35.7% | +34.1% |
| 5Y | +58.0% | +66.7% | -8.7% | +12.0% |
| 10Y | +393.3% | +167.9% | +225.3% | +171.6% |
| All | +20,427.4% | +1,656.4% | +18,771.0% | +5,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling