-28.9%
WU vs TXT
+5.5%
-34.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -4.9% | +0.8% | -5.8% | -5.2% |
| 30D | -1.3% | -10.4% | +9.2% | +2.6% |
| 3M | -3.6% | -14.3% | +10.8% | +1.5% |
| 6M | -24.3% | -15.1% | -9.2% | -20.3% |
| YTD | -21.1% | -8.3% | -12.8% | -19.7% |
| 1Y | -10.3% | -0.7% | -9.6% | -11.7% |
| All | -28.9% | +5.5% | -34.4% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling