+30.0%
TXG vs WY
+1.4%
+28.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | -4.2% | +13.7% | +12.1% |
| 30D | +18.8% | -10.1% | +28.9% | +26.1% |
| 3M | +136.1% | -8.5% | +144.6% | +145.7% |
| 6M | +235.2% | -3.3% | +238.6% | +238.8% |
| YTD | +320.5% | -4.4% | +324.9% | +325.2% |
| 1Y | +425.2% | -11.5% | +436.7% | +452.0% |
| 3Y | +42.9% | -24.3% | +67.2% | +68.0% |
| 5Y | -62.8% | -21.3% | -41.5% | -55.2% |
| All | +30.0% | +1.4% | +28.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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