+34.3%
FANG vs TXG
+406.9%
-372.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -4.8% |
| 7D | -11.3% | -19.3% | +7.9% | -12.2% |
| 30D | -0.7% | -30.9% | +30.3% | -2.3% |
| 3M | -4.2% | +41.1% | -45.2% | -0.8% |
| 6M | -13.5% | +211.9% | -225.3% | -3.5% |
| YTD | +23.7% | +314.0% | -290.2% | +38.4% |
| 1Y | +34.3% | +405.4% | -371.1% | +51.3% |
| All | +34.3% | +406.9% | -372.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling