+40.2%
TXG vs WCC
+129.2%
-89.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.3% |
| 7D | +9.1% | +6.8% | +2.3% | +4.9% |
| 30D | +14.9% | -3.0% | +17.9% | +16.7% |
| 3M | +120.0% | +0.2% | +119.8% | +117.4% |
| 6M | +221.8% | +33.2% | +188.6% | +165.6% |
| YTD | +312.6% | +45.8% | +266.8% | +219.1% |
| 1Y | +398.4% | +68.4% | +330.1% | +249.4% |
| All | +40.2% | +129.2% | -89.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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