-22.2%
WY vs TXT
+5.0%
-27.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -10.5% | -11.1% | +0.6% | -6.2% |
| 3M | -4.9% | -13.0% | +8.1% | 0.0% |
| 6M | -4.9% | -16.2% | +11.3% | +1.5% |
| YTD | -1.7% | -8.7% | +7.0% | +0.5% |
| 1Y | -9.4% | -3.8% | -5.6% | -9.7% |
| All | -22.2% | +5.0% | -27.2% | -28.5% |
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