-19.8%
WY vs TXT
+13.4%
-33.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -9.9% | -10.4% | +0.6% | -5.1% |
| 3M | -7.5% | -14.3% | +6.8% | -1.2% |
| 6M | -5.1% | -15.1% | +10.0% | +1.5% |
| YTD | -2.1% | -8.3% | +6.2% | +0.4% |
| 1Y | -7.3% | -0.7% | -6.6% | -9.0% |
| 3Y | -22.6% | +6.0% | -28.6% | -28.7% |
| 5Y | -19.8% | +12.5% | -32.3% | -29.8% |
| All | -19.8% | +13.4% | -33.2% | -29.8% |
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