+202.4%
WMT vs TXG
+27.0%
+175.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.3% |
| 7D | 0.0% | +9.5% | -9.5% | -0.2% |
| 30D | -7.4% | +18.8% | -26.2% | -7.8% |
| 3M | -10.9% | +136.1% | -147.0% | -13.0% |
| 6M | -12.7% | +235.2% | -247.9% | -15.9% |
| YTD | -3.2% | +320.5% | -323.8% | -7.6% |
| 1Y | +5.3% | +425.2% | -419.9% | -0.6% |
| 3Y | +101.9% | +42.9% | +59.0% | +94.5% |
| 5Y | +134.6% | -62.8% | +197.4% | +127.8% |
| All | +202.4% | +27.0% | +175.4% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling