-2.7%
TXT vs NWSA
+5.5%
-8.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.7% |
| 30D | -10.6% | +4.6% | -15.2% | -10.9% |
| 3M | -13.2% | +13.2% | -26.4% | -14.2% |
| 6M | -20.3% | +27.0% | -47.3% | -22.5% |
| YTD | -9.3% | +16.8% | -26.1% | -10.4% |
| 1Y | -2.7% | +4.5% | -7.2% | -2.1% |
| All | -2.7% | +5.5% | -8.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling