-21.6%
FDS vs TXT
-2.3%
-19.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.2% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +1.6% | -11.1% | +12.6% | 0.0% |
| 3M | +17.7% | -13.0% | +30.7% | +15.3% |
| 6M | +29.1% | -16.2% | +45.3% | +26.4% |
| YTD | +1.0% | -8.7% | +9.7% | -1.7% |
| 1Y | -21.6% | -3.8% | -17.8% | -25.0% |
| All | -21.6% | -2.3% | -19.3% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling