+42.9%
TXG vs WTW
+61.9%
-19.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | +9.5% | -5.7% | +15.2% | +10.3% |
| 30D | +18.8% | -7.3% | +26.0% | +19.9% |
| 3M | +136.1% | +21.5% | +114.6% | +129.3% |
| 6M | +235.2% | +9.6% | +225.6% | +230.0% |
| YTD | +320.5% | -3.3% | +323.8% | +326.6% |
| 1Y | +425.2% | -6.1% | +431.3% | +436.8% |
| 3Y | +42.9% | +61.8% | -18.9% | +27.9% |
| All | +42.9% | +61.9% | -19.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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