+36.6%
FFIV vs TXG
+406.9%
-370.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.7% |
| 7D | -9.8% | -19.3% | +9.5% | -8.7% |
| 30D | -28.1% | -30.9% | +2.8% | -26.7% |
| 3M | -20.0% | +41.1% | -61.1% | -22.4% |
| 6M | -0.1% | +211.9% | -211.9% | -9.3% |
| YTD | +29.2% | +314.0% | -284.8% | +12.6% |
| 1Y | +36.6% | +405.4% | -368.8% | +18.1% |
| All | +36.6% | +406.9% | -370.3% | +18.1% |
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 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