+24.4%
TXG vs NWSA
+118.3%
-94.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.9% |
| 7D | +9.4% | -2.6% | +12.0% | +11.2% |
| 30D | +26.1% | +4.6% | +21.5% | +22.2% |
| 3M | +124.8% | +10.2% | +114.6% | +107.5% |
| 6M | +215.2% | +21.6% | +193.6% | +171.0% |
| YTD | +302.2% | +14.6% | +287.6% | +258.7% |
| 1Y | +370.9% | +0.4% | +370.6% | +359.2% |
| 3Y | +38.5% | +45.0% | -6.5% | +11.7% |
| 5Y | -64.4% | +41.3% | -105.6% | -71.6% |
| All | +24.4% | +118.3% | -94.0% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling