+29.4%
FE vs TXG
+24.6%
+4.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | -0.2% | +9.1% | -9.3% | -0.6% |
| 30D | -1.2% | +14.9% | -16.1% | -1.9% |
| 3M | +1.7% | +120.0% | -118.3% | -2.6% |
| 6M | -7.5% | +221.8% | -229.3% | -13.4% |
| YTD | +6.3% | +312.6% | -306.2% | -2.2% |
| 1Y | +10.9% | +398.4% | -387.6% | +0.5% |
| 3Y | +46.9% | +42.1% | +4.9% | +42.1% |
| 5Y | +47.6% | -63.5% | +111.1% | +53.7% |
| All | +29.4% | +24.6% | +4.8% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling