+31.0%
FE vs TXG
+16.0%
+15.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +1.9% | +1.8% | +0.1% | +1.8% |
| 30D | -1.2% | +32.0% | -33.2% | -2.6% |
| 3M | +3.5% | +87.0% | -83.5% | -0.1% |
| 6M | -6.1% | +180.1% | -186.1% | -11.5% |
| YTD | +7.6% | +284.1% | -276.5% | -0.6% |
| 1Y | +11.9% | +361.7% | -349.8% | +1.8% |
| 3Y | +48.4% | +15.9% | +32.5% | +45.5% |
| 5Y | +44.8% | -66.2% | +111.0% | +51.3% |
| All | +31.0% | +16.0% | +15.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling