+142.7%
FFIV vs TXG
+31.6%
+111.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.7% |
| 7D | -1.5% | +9.4% | -10.9% | -2.5% |
| 30D | -2.7% | +26.1% | -28.7% | -5.1% |
| 3M | -1.7% | +124.8% | -126.5% | -10.6% |
| 6M | +36.1% | +215.2% | -179.1% | +18.3% |
| YTD | +52.6% | +302.2% | -249.6% | +28.4% |
| 1Y | +21.5% | +370.9% | -349.4% | -0.4% |
| 3Y | +142.7% | +38.5% | +104.2% | +108.1% |
| All | +142.7% | +31.6% | +111.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling