+240.9%
TXT vs WTW
+1,139.1%
-898.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.0% |
| 7D | -0.2% | -2.7% | +2.5% | +1.1% |
| 30D | -11.1% | -5.6% | -5.4% | -8.6% |
| 3M | -13.0% | +26.5% | -39.5% | -23.5% |
| 6M | -16.2% | +8.1% | -24.3% | -21.2% |
| YTD | -8.7% | -0.3% | -8.4% | -11.4% |
| 1Y | -3.8% | -0.9% | -2.9% | -6.5% |
| 3Y | +5.5% | +66.6% | -61.1% | -23.3% |
| 5Y | +12.3% | +54.0% | -41.7% | -16.1% |
| 10Y | +97.4% | +198.1% | -100.7% | +2.3% |
| All | +240.9% | +1,139.1% | -898.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling