+46.2%
FE vs TXG
-65.4%
+111.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.8% |
| 7D | +0.6% | +9.4% | -8.7% | +0.3% |
| 30D | -2.1% | +26.1% | -28.2% | -2.9% |
| 3M | +2.6% | +124.8% | -122.2% | -0.3% |
| 6M | -6.8% | +215.2% | -222.0% | -10.8% |
| YTD | +6.9% | +302.2% | -295.3% | +1.1% |
| 1Y | +11.6% | +370.9% | -359.4% | +4.6% |
| 3Y | +47.7% | +38.5% | +9.2% | +45.7% |
| 5Y | +46.2% | -64.4% | +110.6% | +39.6% |
| All | +46.2% | -65.4% | +111.6% | +39.6% |
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