-64.0%
TXG vs WU
-51.6%
-12.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +5.0% | -5.0% | +10.0% | +7.5% |
| 30D | +13.5% | -2.3% | +15.8% | +14.4% |
| 3M | +128.0% | -3.2% | +131.3% | +125.3% |
| 6M | +224.4% | -25.0% | +249.5% | +266.2% |
| YTD | +307.0% | -21.7% | +328.6% | +346.6% |
| 1Y | +427.2% | -9.0% | +436.2% | +416.2% |
| 3Y | +40.2% | -28.9% | +69.0% | +58.5% |
| 5Y | -64.0% | -51.0% | -13.0% | -57.1% |
| All | -64.0% | -51.6% | -12.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling