+12.5%
WFC vs TXG
+435.8%
-423.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | +0.3% | +5.0% | -4.7% | +0.1% |
| 30D | +2.3% | +13.5% | -11.2% | +1.8% |
| 3M | +9.8% | +128.0% | -118.3% | +5.3% |
| 6M | +15.6% | +224.4% | -208.9% | +8.4% |
| YTD | -2.4% | +307.0% | -309.4% | -9.6% |
| All | +12.5% | +435.8% | -423.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling