+24,087.1%
TXN vs VSH
+1,390.4%
+22,696.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.1% |
| 7D | +9.5% | +14.3% | -4.9% | +3.1% |
| 30D | +8.7% | -7.9% | +16.6% | +11.2% |
| 3M | +11.6% | -19.9% | +31.4% | +19.9% |
| 6M | +0.1% | -30.5% | +30.6% | +9.7% |
| YTD | +78.8% | +85.7% | -6.9% | +26.5% |
| 1Y | +91.2% | +98.9% | -7.7% | +31.1% |
| 3Y | +125.8% | +32.1% | +93.7% | +75.2% |
| 5Y | +83.8% | +39.7% | +44.1% | +37.8% |
| 10Y | +469.9% | +117.6% | +352.3% | +235.9% |
| All | +24,087.1% | +1,390.4% | +22,696.7% | +6,749.5% |
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