+48.6%
FE vs TXG
-66.1%
+114.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | 0.0% | -15.4% | +15.4% | +0.3% |
| 30D | +5.2% | -22.1% | +27.3% | +5.7% |
| 3M | 0.0% | +30.0% | -30.0% | -1.4% |
| 6M | +5.0% | +160.7% | -155.6% | +0.9% |
| YTD | +7.9% | +263.5% | -255.6% | +1.9% |
| 1Y | +6.3% | +356.0% | -349.7% | -0.6% |
| 3Y | +46.0% | +53.4% | -7.4% | +42.5% |
| All | +48.6% | -66.1% | +114.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling