+65.2%
TXT vs TW
+301.3%
-236.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.1% | +3.9% | -3.8% | -0.9% |
| 30D | +13.3% | +19.9% | -6.6% | +8.0% |
| 3M | -5.0% | +25.9% | -30.9% | -10.7% |
| 6M | -8.4% | +21.1% | -29.6% | -13.7% |
| YTD | -4.0% | +23.9% | -27.9% | -10.7% |
| 1Y | +2.8% | +21.2% | -18.4% | -3.8% |
| 3Y | +10.3% | +44.8% | -34.5% | -4.6% |
| 5Y | +9.2% | +41.4% | -32.2% | -7.4% |
| All | +65.2% | +301.3% | -236.2% | +10.1% |
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