+102.4%
VSH vs TXG
+21.5%
+80.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -2.2% |
| 7D | +6.2% | +9.4% | -3.2% | +3.9% |
| 30D | -11.1% | +26.1% | -37.2% | -16.7% |
| 3M | -44.9% | +124.8% | -169.7% | -55.3% |
| 6M | +90.0% | +215.2% | -125.3% | +41.4% |
| YTD | +118.8% | +302.2% | -183.4% | +52.4% |
| 1Y | +109.0% | +370.9% | -261.9% | +38.1% |
| 3Y | +35.6% | +38.5% | -2.9% | +6.3% |
| 5Y | +66.7% | -64.4% | +131.1% | +54.7% |
| All | +102.4% | +21.5% | +80.9% | +38.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling