+8,782.6%
FDS vs TXT
+462.6%
+8,320.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | +9.0% | -10.6% | +19.6% | +12.4% |
| 3M | +18.9% | -13.2% | +32.0% | +23.1% |
| 6M | +35.1% | -20.3% | +55.5% | +42.6% |
| YTD | +5.5% | -9.3% | +14.8% | +6.9% |
| 1Y | -16.8% | -2.7% | -14.1% | -17.6% |
| 3Y | -28.1% | +1.4% | -29.4% | -30.4% |
| 5Y | -17.4% | +9.6% | -27.0% | -23.0% |
| 10Y | +85.4% | +94.9% | -9.5% | +36.6% |
| All | +8,782.6% | +462.6% | +8,320.0% | +4,201.5% |
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