+30.0%
TXG vs WU
-53.0%
+83.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | +9.5% | -3.5% | +13.0% | +10.9% |
| 30D | +18.8% | -2.9% | +21.7% | +19.8% |
| 3M | +136.1% | -2.3% | +138.4% | +133.7% |
| 6M | +235.2% | -25.4% | +260.6% | +268.7% |
| YTD | +320.5% | -21.2% | +341.7% | +351.4% |
| 1Y | +425.2% | -8.9% | +434.1% | +421.6% |
| 3Y | +42.9% | -29.0% | +71.9% | +57.5% |
| 5Y | -62.8% | -50.7% | -12.1% | -56.1% |
| All | +30.0% | -53.0% | +83.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling