+1,174.3%
TXN vs WTW
+1,102.0%
+72.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | +4.0% | -5.7% | +9.7% | +6.0% |
| 30D | -2.9% | -7.3% | +4.4% | -0.5% |
| 3M | -9.1% | +21.5% | -30.6% | -15.9% |
| 6M | +36.6% | +9.6% | +27.0% | +29.7% |
| YTD | +57.5% | -3.3% | +60.8% | +55.4% |
| 1Y | +49.5% | -6.1% | +55.7% | +48.9% |
| 3Y | +76.5% | +61.8% | +14.7% | +40.4% |
| 5Y | +62.4% | +42.7% | +19.7% | +34.8% |
| 10Y | +429.7% | +197.2% | +232.5% | +232.0% |
| All | +1,174.3% | +1,102.0% | +72.3% | +527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling