+11.9%
FE vs TXG
+372.5%
-360.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +1.9% | +1.8% | +0.1% | +2.0% |
| 30D | -1.2% | +32.0% | -33.2% | -0.8% |
| 3M | +3.5% | +87.0% | -83.5% | +4.3% |
| 6M | -6.1% | +180.1% | -186.1% | -4.7% |
| YTD | +7.6% | +284.1% | -276.5% | +8.9% |
| 1Y | +11.9% | +361.7% | -349.8% | +14.2% |
| All | +11.9% | +372.5% | -360.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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