+103.2%
TXT vs WSM
+997.3%
-894.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | -10.4% | -9.3% | -1.1% | -7.9% |
| 3M | -14.3% | +7.1% | -21.4% | -16.2% |
| 6M | -15.1% | +21.7% | -36.8% | -20.2% |
| YTD | -8.3% | +28.7% | -37.0% | -15.4% |
| 1Y | -0.7% | +13.9% | -14.6% | -5.5% |
| 3Y | +6.0% | +232.2% | -226.2% | -31.2% |
| 5Y | +12.5% | +176.4% | -163.9% | -26.0% |
| 10Y | +103.2% | +1,072.4% | -969.2% | -28.0% |
| All | +103.2% | +997.3% | -894.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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