+4.6%
TXT vs WTW
+61.8%
-57.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.2% | -7.8% | +7.6% | +1.4% |
| 30D | -10.2% | -7.9% | -2.3% | -8.7% |
| 3M | -13.3% | +19.9% | -33.2% | -17.1% |
| 6M | -14.4% | +9.8% | -24.2% | -16.7% |
| YTD | -9.1% | -3.3% | -5.8% | -8.0% |
| 1Y | -2.2% | -3.3% | +1.1% | -1.2% |
| All | +4.6% | +61.8% | -57.2% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling