+361.7%
TXG vs WSM
+19.9%
+341.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -2.1% |
| 7D | +1.8% | -3.3% | +5.1% | +3.7% |
| 30D | +32.0% | -8.4% | +40.4% | +38.9% |
| 3M | +87.0% | +9.7% | +77.4% | +76.0% |
| 6M | +180.1% | +16.7% | +163.4% | +151.9% |
| YTD | +284.1% | +28.7% | +255.4% | +225.6% |
| 1Y | +361.7% | +13.7% | +348.0% | +332.9% |
| All | +361.7% | +19.9% | +341.8% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling