+99.1%
FFIV vs TXG
-63.6%
+162.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.5% |
| 7D | +3.5% | +9.1% | -5.7% | +2.2% |
| 30D | -1.3% | +14.9% | -16.2% | -3.4% |
| 3M | +2.4% | +120.0% | -117.6% | -9.9% |
| 6M | +41.8% | +221.8% | -180.0% | +16.6% |
| YTD | +58.5% | +312.6% | -254.1% | +24.7% |
| 1Y | +24.3% | +398.4% | -374.1% | -6.3% |
| 3Y | +152.0% | +42.1% | +109.9% | +120.3% |
| 5Y | +99.1% | -63.5% | +162.6% | +91.3% |
| All | +99.1% | -63.6% | +162.7% | +91.3% |
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