-80.3%
FIG vs TXG
+379.0%
-459.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.7% | -10.4% | -6.1% |
| 7D | -16.4% | +9.4% | -25.7% | -17.0% |
| 30D | -2.3% | +26.1% | -28.4% | -4.2% |
| 3M | +7.8% | +124.8% | -117.0% | +0.1% |
| 6M | -21.8% | +215.2% | -237.1% | -30.1% |
| YTD | -39.1% | +302.2% | -341.3% | -47.1% |
| 1Y | -56.6% | +370.9% | -427.6% | -64.4% |
| All | -80.3% | +379.0% | -459.3% | -83.3% |
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 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