+2.5%
WFC vs TXT
+9.2%
-6.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +4.5% | +10.6% | -6.1% | +1.1% |
| 30D | +7.4% | +14.4% | -7.0% | +2.7% |
| 3M | -0.5% | -2.7% | +2.2% | +0.3% |
| 6M | +11.7% | -4.7% | +16.4% | +12.9% |
| YTD | -4.6% | -0.5% | -4.1% | -7.6% |
| 1Y | +2.5% | +8.7% | -6.2% | -8.0% |
| All | +2.5% | +9.2% | -6.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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