+42.9%
TXG vs NWSA
+43.3%
-0.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | +9.5% | -2.8% | +12.3% | +12.4% |
| 30D | +18.8% | +3.0% | +15.7% | +15.0% |
| 3M | +136.1% | +12.3% | +123.8% | +103.0% |
| 6M | +235.2% | +21.9% | +213.4% | +158.8% |
| YTD | +320.5% | +13.6% | +307.0% | +250.5% |
| 1Y | +425.2% | +0.5% | +424.7% | +406.2% |
| 3Y | +42.9% | +43.8% | -0.9% | -10.7% |
| All | +42.9% | +43.3% | -0.4% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling