-64.0%
TXG vs NWSA
+39.0%
-103.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | +5.0% | -4.8% | +9.8% | +9.8% |
| 30D | +13.5% | +3.0% | +10.5% | +10.0% |
| 3M | +128.0% | +9.3% | +118.7% | +103.4% |
| 6M | +224.4% | +23.2% | +201.3% | +153.8% |
| YTD | +307.0% | +13.3% | +293.7% | +244.6% |
| 1Y | +427.2% | +2.9% | +424.4% | +391.1% |
| 3Y | +40.2% | +43.3% | -3.2% | -2.5% |
| 5Y | -64.0% | +40.9% | -104.9% | -75.4% |
| All | -64.0% | +39.0% | -103.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling