+114.2%
VSH vs TXG
+27.0%
+87.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.3% |
| 7D | +4.8% | +9.5% | -4.7% | +2.5% |
| 30D | -0.7% | +18.8% | -19.5% | -5.1% |
| 3M | -43.1% | +136.1% | -179.2% | -54.3% |
| 6M | +91.8% | +235.2% | -143.5% | +40.7% |
| YTD | +131.6% | +320.5% | -188.9% | +59.6% |
| 1Y | +118.1% | +425.2% | -307.1% | +40.5% |
| 3Y | +40.9% | +42.9% | -2.0% | +9.5% |
| 5Y | +75.8% | -62.8% | +138.6% | +61.4% |
| All | +114.2% | +27.0% | +87.2% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling