+65.1%
VSH vs TXG
-64.0%
+129.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +2.8% | +5.0% | -2.2% | +1.4% |
| 30D | -6.0% | +13.5% | -19.5% | -9.4% |
| 3M | -42.6% | +128.0% | -170.7% | -54.2% |
| 6M | +82.1% | +224.4% | -142.3% | +32.5% |
| YTD | +117.5% | +307.0% | -189.4% | +48.2% |
| 1Y | +109.0% | +427.2% | -318.2% | +31.4% |
| 3Y | +34.9% | +40.2% | -5.3% | +1.6% |
| 5Y | +65.1% | -64.0% | +129.1% | +29.7% |
| All | +65.1% | -64.0% | +129.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling