+103.1%
TXT vs WTW
+198.0%
-95.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.5% | -5.7% | +8.2% | +5.3% |
| 30D | -8.9% | -7.3% | -1.6% | -5.7% |
| 3M | -13.6% | +21.5% | -35.0% | -22.2% |
| 6M | -13.1% | +9.6% | -22.7% | -18.8% |
| YTD | -7.0% | -3.3% | -3.7% | -7.9% |
| 1Y | -1.4% | -6.1% | +4.7% | -1.0% |
| 3Y | +7.0% | +61.8% | -54.9% | -22.7% |
| 5Y | +15.4% | +42.7% | -27.3% | -12.1% |
| All | +103.1% | +198.0% | -95.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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