-32.4%
WY vs TXT
+10.3%
-42.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -5.4% | -1.1% | -4.3% | -5.0% |
| 30D | +7.9% | +13.3% | -5.4% | +1.5% |
| 3M | -16.6% | -5.1% | -11.5% | -14.9% |
| 6M | -11.2% | -7.1% | -4.1% | -9.1% |
| YTD | -11.3% | -3.2% | -8.1% | -11.7% |
| 1Y | -5.5% | +2.3% | -7.9% | -8.6% |
| 3Y | -25.4% | +11.1% | -36.5% | -33.0% |
| 5Y | -32.4% | +10.0% | -42.4% | -40.5% |
| All | -32.4% | +10.3% | -42.7% | -40.5% |
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 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