+27.6%
TXG vs WSM
+662.4%
-634.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +9.1% | +2.6% | +6.5% | +7.9% |
| 30D | +14.9% | -9.3% | +24.2% | +19.8% |
| 3M | +120.0% | +7.1% | +112.9% | +112.8% |
| 6M | +221.8% | +21.7% | +200.1% | +195.4% |
| YTD | +312.6% | +28.7% | +283.8% | +268.2% |
| 1Y | +398.4% | +13.9% | +384.6% | +367.6% |
| 3Y | +42.1% | +232.2% | -190.1% | -15.2% |
| 5Y | -63.5% | +176.4% | -239.8% | -77.8% |
| All | +27.6% | +662.4% | -634.9% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling