+14.4%
TXT vs TW
+41.9%
-27.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -1.1% | +3.1% | -4.2% | -1.4% |
| 30D | +17.1% | +16.7% | +0.4% | +15.2% |
| 3M | -2.6% | +25.2% | -27.8% | -4.9% |
| 6M | -4.6% | +19.5% | -24.0% | -6.4% |
| YTD | -0.3% | +21.0% | -21.3% | -3.1% |
| 1Y | +5.9% | +19.0% | -13.1% | +3.3% |
| 3Y | +14.4% | +40.7% | -26.3% | +8.9% |
| All | +14.4% | +41.9% | -27.5% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling