+17.3%
FANG vs TXG
+237.2%
-219.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | +0.1% |
| 7D | +2.9% | +9.5% | -6.6% | +3.8% |
| 30D | +2.6% | +18.8% | -16.2% | +4.5% |
| 3M | +7.6% | +136.1% | -128.5% | +20.6% |
| 6M | +17.3% | +235.2% | -217.9% | +39.5% |
| All | +17.3% | +237.2% | -219.9% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling