+129.4%
FDS vs TXT
+90.9%
+38.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | +14.1% | +13.3% | +0.8% | +9.9% |
| 3M | +19.8% | -5.1% | +24.9% | +21.2% |
| 6M | +55.0% | -7.1% | +62.1% | +56.8% |
| YTD | +15.9% | -3.2% | +19.1% | +14.8% |
| 1Y | +24.2% | +2.3% | +21.9% | +20.8% |
| 3Y | -24.0% | +11.1% | -35.1% | -29.2% |
| 5Y | -23.3% | +10.0% | -33.4% | -29.5% |
| All | +129.4% | +90.9% | +38.5% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling