+12.8%
TXT vs WTW
+42.3%
-29.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.2% | -7.8% | +7.6% | +2.5% |
| 30D | -10.2% | -7.9% | -2.3% | -7.8% |
| 3M | -13.3% | +19.9% | -33.2% | -19.3% |
| 6M | -14.4% | +9.8% | -24.2% | -18.3% |
| YTD | -9.1% | -3.3% | -5.8% | -8.9% |
| 1Y | -2.2% | -3.3% | +1.1% | -2.2% |
| 3Y | +5.1% | +61.5% | -56.5% | -20.0% |
| 5Y | +12.8% | +42.6% | -29.8% | -14.5% |
| All | +12.8% | +42.3% | -29.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling