+116.5%
WFC vs TXG
+21.5%
+95.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.7% |
| 7D | +1.1% | +9.4% | -8.3% | +0.2% |
| 30D | +0.8% | +26.1% | -25.3% | -1.7% |
| 3M | +9.3% | +124.8% | -115.5% | -0.2% |
| 6M | +10.6% | +215.2% | -204.6% | -3.0% |
| YTD | -4.1% | +302.2% | -306.3% | -18.4% |
| 1Y | +13.6% | +370.9% | -357.4% | -5.9% |
| 3Y | +130.7% | +38.5% | +92.2% | +107.0% |
| 5Y | +126.7% | -64.4% | +191.1% | +115.1% |
| All | +116.5% | +21.5% | +95.1% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling