+219.8%
TXT vs NWSA
+97.3%
+122.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.6% |
| 30D | +13.3% | -11.3% | +24.6% | +19.9% |
| 3M | -5.1% | -8.1% | +2.9% | -1.9% |
| 6M | -7.1% | -0.7% | -6.4% | -8.9% |
| YTD | -3.2% | +1.3% | -4.5% | -7.1% |
| 1Y | +2.3% | -1.3% | +3.6% | -0.4% |
| 3Y | +11.1% | +28.4% | -17.3% | -8.4% |
| 5Y | +10.0% | +15.3% | -5.3% | -6.6% |
| 10Y | +91.1% | +142.7% | -51.6% | -2.7% |
| All | +219.8% | +97.3% | +122.5% | +78.8% |
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