+176.4%
FFIV vs TXG
+16.0%
+160.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -5.1% | +32.0% | -37.1% | -9.0% |
| 3M | -4.5% | +87.0% | -91.5% | -13.2% |
| 6M | +36.5% | +180.1% | -143.6% | +16.1% |
| YTD | +53.0% | +284.1% | -231.2% | +23.9% |
| 1Y | +24.2% | +361.7% | -337.5% | -3.2% |
| 3Y | +137.2% | +15.9% | +121.3% | +113.9% |
| 5Y | +91.8% | -66.2% | +157.9% | +85.6% |
| All | +176.4% | +16.0% | +160.3% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling