-80.9%
FIG vs TXG
+391.3%
-472.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -3.5% |
| 7D | -14.5% | +9.1% | -23.6% | -15.1% |
| 30D | -13.3% | +14.9% | -28.2% | -14.4% |
| 3M | +7.4% | +120.0% | -112.6% | 0.0% |
| 6M | -27.8% | +221.8% | -249.6% | -35.5% |
| YTD | -41.1% | +312.6% | -353.7% | -49.0% |
| 1Y | -58.7% | +398.4% | -457.2% | -65.8% |
| All | -80.9% | +391.3% | -472.3% | -83.9% |
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