+142.4%
WFC vs TXT
+100.3%
+42.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +2.5% | -10.4% | +12.9% | +9.2% |
| 3M | +10.0% | -14.3% | +24.3% | +19.6% |
| 6M | +15.1% | -15.1% | +30.2% | +25.3% |
| YTD | -2.2% | -8.3% | +6.1% | +1.0% |
| 1Y | +13.5% | -0.7% | +14.2% | +11.4% |
| 3Y | +135.2% | +6.0% | +129.2% | +116.7% |
| 5Y | +128.3% | +12.5% | +115.8% | +97.9% |
| 10Y | +142.4% | +103.2% | +39.2% | +27.5% |
| All | +142.4% | +100.3% | +42.1% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling