+1,422.9%
FANG vs TXT
+220.9%
+1,202.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.9% |
| 30D | +2.4% | -10.4% | +12.8% | +9.4% |
| 3M | +4.9% | -14.3% | +19.2% | +13.8% |
| 6M | +12.0% | -15.1% | +27.1% | +20.5% |
| YTD | +37.1% | -8.3% | +45.4% | +39.3% |
| 1Y | +52.3% | -0.7% | +53.0% | +46.0% |
| 3Y | +45.0% | +6.0% | +39.0% | +29.1% |
| 5Y | +231.0% | +12.5% | +218.4% | +173.4% |
| 10Y | +177.5% | +103.2% | +74.3% | +56.6% |
| All | +1,422.9% | +220.9% | +1,202.0% | +607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling