+199.8%
TXT vs NWSA
+127.4%
+72.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -4.8% | -1.9% | -2.9% | -3.8% |
| 30D | -10.6% | +4.6% | -15.2% | -13.0% |
| 3M | -13.2% | +13.2% | -26.4% | -19.7% |
| 6M | -20.3% | +27.0% | -47.3% | -31.2% |
| YTD | -9.3% | +16.8% | -26.1% | -18.5% |
| 1Y | -2.7% | +4.5% | -7.2% | -7.4% |
| 3Y | +1.4% | +46.2% | -44.8% | -21.6% |
| 5Y | +9.6% | +40.9% | -31.4% | -16.2% |
| 10Y | +94.9% | +145.1% | -50.2% | -1.9% |
| All | +199.8% | +127.4% | +72.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling