+56.3%
TXT vs TW
+209.8%
-153.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -10.2% | -1.7% | -8.5% | -9.9% |
| 3M | -13.3% | +1.6% | -14.9% | -14.3% |
| 6M | -14.4% | -17.7% | +3.3% | -10.4% |
| YTD | -9.1% | -4.3% | -4.8% | -9.4% |
| 1Y | -2.2% | -13.1% | +10.9% | +0.2% |
| 3Y | +5.1% | +20.3% | -15.2% | -4.9% |
| 5Y | +12.8% | +22.0% | -9.1% | -0.6% |
| All | +56.3% | +209.8% | -153.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling