+421.1%
WMT vs TXT
+103.1%
+318.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -6.4% | -10.2% | +3.8% | -4.9% |
| 3M | -12.1% | -13.3% | +1.2% | -10.4% |
| 6M | -15.0% | -14.4% | -0.6% | -13.2% |
| YTD | -4.5% | -9.1% | +4.6% | -3.6% |
| 1Y | +6.2% | -2.2% | +8.3% | +5.9% |
| 3Y | +99.9% | +5.1% | +94.8% | +94.9% |
| 5Y | +131.4% | +12.8% | +118.6% | +120.8% |
| All | +421.1% | +103.1% | +318.0% | +339.1% |
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 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