+38.3%
TXG vs WSM
+226.4%
-188.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +5.0% | +0.4% | +4.6% | +4.7% |
| 30D | +13.5% | -10.7% | +24.2% | +20.4% |
| 3M | +128.0% | +8.5% | +119.6% | +117.2% |
| 6M | +224.4% | +19.6% | +204.8% | +194.5% |
| YTD | +307.0% | +26.6% | +280.4% | +256.4% |
| 1Y | +427.2% | +12.0% | +415.3% | +390.6% |
| All | +38.3% | +226.4% | -188.2% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling