+130.8%
WMT vs TXT
+13.4%
+117.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.2% | +0.8% | -1.1% | -0.4% |
| 30D | -5.8% | -10.4% | +4.6% | -4.2% |
| 3M | -10.8% | -14.3% | +3.6% | -8.8% |
| 6M | -14.3% | -15.1% | +0.8% | -12.4% |
| YTD | -4.4% | -8.3% | +3.9% | -3.6% |
| 1Y | +4.3% | -0.7% | +5.0% | +3.7% |
| 3Y | +100.1% | +6.0% | +94.1% | +92.3% |
| 5Y | +130.8% | +12.5% | +118.3% | +116.7% |
| All | +130.8% | +13.4% | +117.4% | +116.7% |
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