+126.7%
WFC vs TXT
+12.6%
+114.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +0.8% | -11.1% | +11.9% | +7.1% |
| 3M | +9.3% | -13.0% | +22.3% | +16.8% |
| 6M | +10.6% | -16.2% | +26.8% | +20.3% |
| YTD | -4.1% | -8.7% | +4.6% | -1.1% |
| 1Y | +13.6% | -3.8% | +17.3% | +13.3% |
| 3Y | +130.7% | +5.5% | +125.2% | +112.8% |
| 5Y | +126.7% | +12.3% | +114.4% | +98.1% |
| All | +126.7% | +12.6% | +114.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling