+33.8%
FFIV vs TXG
-65.2%
+99.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.5% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | -32.4% | -20.4% | -12.0% | -30.6% |
| 3M | -25.7% | +0.1% | -25.8% | -26.9% |
| 6M | -13.5% | +176.2% | -189.7% | -28.1% |
| YTD | +21.1% | +256.8% | -235.7% | -4.7% |
| 1Y | +29.4% | +255.9% | -226.5% | +1.5% |
| 3Y | +94.9% | +60.2% | +34.7% | +63.3% |
| All | +33.8% | -65.2% | +99.0% | +38.1% |
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 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