+98.5%
TXT vs NWSA
+148.8%
-50.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -0.2% | -4.8% | +4.5% | +2.6% |
| 30D | -10.2% | +3.0% | -13.2% | -11.8% |
| 3M | -13.3% | +9.3% | -22.6% | -18.4% |
| 6M | -14.4% | +23.2% | -37.5% | -25.3% |
| YTD | -9.1% | +13.3% | -22.4% | -17.5% |
| 1Y | -2.2% | +2.9% | -5.0% | -6.4% |
| 3Y | +5.1% | +43.3% | -38.3% | -19.3% |
| 5Y | +12.8% | +40.9% | -28.1% | -15.7% |
| All | +98.5% | +148.8% | -50.3% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling