+4,202.7%
FFIV vs TXT
+151.2%
+4,051.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -32.4% | +13.4% | -45.8% | -35.8% |
| 3M | -22.7% | -2.5% | -20.2% | -22.4% |
| 6M | -10.7% | -6.2% | -4.5% | -9.5% |
| YTD | +25.4% | -1.3% | +26.7% | +23.4% |
| 1Y | +34.2% | +4.3% | +29.8% | +29.4% |
| 3Y | +101.2% | +13.2% | +88.0% | +85.6% |
| 5Y | +42.0% | +12.4% | +29.6% | +30.1% |
| 10Y | +126.7% | +94.8% | +31.9% | +55.1% |
| All | +4,202.7% | +151.2% | +4,051.4% | +1,706.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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