-59.4%
TXG vs WSM
+175.3%
-234.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.7% |
| 7D | +9.5% | -0.5% | +10.0% | +9.8% |
| 30D | +18.8% | -7.7% | +26.5% | +24.5% |
| 3M | +136.1% | +3.8% | +132.3% | +129.8% |
| 6M | +235.2% | +22.7% | +212.6% | +195.7% |
| YTD | +320.5% | +28.0% | +292.5% | +258.7% |
| 1Y | +425.2% | +12.7% | +412.5% | +381.2% |
| 3Y | +42.9% | +231.3% | -188.4% | -39.0% |
| All | -59.4% | +175.3% | -234.7% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling