+57.7%
TXT vs TW
+211.2%
-153.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -10.4% | -0.6% | -9.8% | -10.4% |
| 3M | -14.3% | +3.4% | -17.8% | -15.8% |
| 6M | -15.1% | -18.4% | +3.3% | -10.9% |
| YTD | -8.3% | -3.9% | -4.4% | -8.7% |
| 1Y | -0.7% | -13.3% | +12.6% | +1.8% |
| 3Y | +6.0% | +20.8% | -14.9% | -4.2% |
| 5Y | +12.5% | +20.3% | -7.8% | -0.5% |
| All | +57.7% | +211.2% | -153.5% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling