+12.3%
TXT vs NWSA
+40.6%
-28.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.9% |
| 30D | -11.1% | +4.6% | -15.6% | -12.9% |
| 3M | -13.0% | +10.2% | -23.2% | -17.3% |
| 6M | -16.2% | +21.6% | -37.8% | -24.3% |
| YTD | -8.7% | +14.6% | -23.4% | -15.6% |
| 1Y | -3.8% | +0.4% | -4.1% | -5.2% |
| 3Y | +5.5% | +45.0% | -39.5% | -14.5% |
| 5Y | +12.3% | +41.3% | -29.0% | -9.6% |
| All | +12.3% | +40.6% | -28.4% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling