+1.9%
WY vs TXT
+89.4%
-87.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +10.1% | +13.3% | -3.2% | +2.5% |
| 3M | -15.4% | -5.0% | -10.4% | -13.6% |
| 6M | -8.3% | -8.4% | +0.1% | -5.2% |
| YTD | -9.8% | -4.0% | -5.8% | -9.9% |
| 1Y | -3.9% | +2.8% | -6.7% | -7.6% |
| 3Y | -23.3% | +10.3% | -33.6% | -31.0% |
| 5Y | -31.2% | +9.2% | -40.4% | -39.2% |
| All | +1.9% | +89.4% | -87.5% | -43.0% |
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 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