+50.0%
FANG vs TXG
+43.8%
+6.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.4% |
| 7D | +2.9% | +9.5% | -6.6% | +2.4% |
| 30D | +2.6% | +18.8% | -16.2% | +1.6% |
| 3M | +7.6% | +136.1% | -128.5% | +2.0% |
| 6M | +17.3% | +235.2% | -217.9% | +7.7% |
| YTD | +38.7% | +320.5% | -281.9% | +24.0% |
| 1Y | +51.6% | +425.2% | -373.5% | +31.2% |
| 3Y | +50.0% | +42.9% | +7.1% | +36.9% |
| All | +50.0% | +43.8% | +6.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling