+104.5%
VSH vs TXG
+16.0%
+88.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.7% |
| 7D | +4.1% | +1.8% | +2.3% | +3.6% |
| 30D | -4.2% | +32.0% | -36.2% | -11.3% |
| 3M | -50.0% | +87.0% | -137.0% | -57.5% |
| 6M | +80.2% | +180.1% | -99.9% | +38.0% |
| YTD | +121.1% | +284.1% | -163.0% | +55.8% |
| 1Y | +112.0% | +361.7% | -249.7% | +40.8% |
| 3Y | +22.5% | +15.9% | +6.6% | -0.5% |
| 5Y | +64.0% | -66.2% | +130.2% | +54.1% |
| All | +104.5% | +16.0% | +88.5% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling