+30.0%
TXG vs NWSA
+116.3%
-86.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.5% | -2.8% | +12.3% | +11.4% |
| 30D | +18.8% | +3.0% | +15.7% | +16.2% |
| 3M | +136.1% | +12.3% | +123.8% | +115.1% |
| 6M | +235.2% | +21.9% | +213.4% | +187.7% |
| YTD | +320.5% | +13.6% | +307.0% | +277.3% |
| 1Y | +425.2% | +0.5% | +424.7% | +411.0% |
| 3Y | +42.9% | +43.8% | -0.9% | +15.9% |
| 5Y | -62.8% | +41.2% | -104.0% | -70.3% |
| All | +30.0% | +116.3% | -86.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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