+63.4%
VSH vs TXG
+406.9%
-343.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -6.0% |
| 7D | -13.6% | -19.3% | +5.6% | -8.7% |
| 30D | -30.4% | -30.9% | +0.6% | -24.3% |
| 3M | -33.3% | +41.1% | -74.4% | -40.6% |
| 6M | -15.1% | +211.9% | -226.9% | -35.8% |
| YTD | +80.2% | +314.0% | -233.8% | +29.0% |
| 1Y | +63.4% | +405.4% | -342.0% | +12.9% |
| All | +63.4% | +406.9% | -343.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling