+182.0%
FFIV vs TXG
+22.9%
+159.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.3% |
| 7D | +1.6% | +5.0% | -3.4% | +0.9% |
| 30D | -3.7% | +13.5% | -17.3% | -5.5% |
| 3M | +2.0% | +128.0% | -126.1% | -9.8% |
| 6M | +39.3% | +224.4% | -185.2% | +16.1% |
| YTD | +56.1% | +307.0% | -250.9% | +25.5% |
| 1Y | +22.0% | +427.2% | -405.3% | -6.6% |
| 3Y | +148.2% | +40.2% | +108.0% | +117.5% |
| 5Y | +96.3% | -64.0% | +160.4% | +88.4% |
| All | +182.0% | +22.9% | +159.1% | +136.4% |
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