+9,545.4%
FDS vs TXT
+494.6%
+9,050.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.1% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +20.2% | +14.4% | +5.8% | +15.6% |
| 3M | +19.9% | -4.9% | +24.8% | +21.2% |
| 6M | +56.2% | -10.2% | +66.4% | +59.5% |
| YTD | +14.6% | -4.1% | +18.7% | +14.0% |
| 1Y | +31.6% | +4.0% | +27.6% | +27.9% |
| 3Y | -23.8% | +8.0% | -31.8% | -27.7% |
| 5Y | -22.6% | +8.4% | -31.0% | -27.6% |
| 10Y | +139.3% | +116.6% | +22.7% | +70.8% |
| All | +9,545.4% | +494.6% | +9,050.8% | +4,487.8% |
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