-51.7%
FIG vs TXT
+9.2%
-60.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +4.8% |
| 7D | -4.7% | +10.6% | -15.3% | -0.7% |
| 30D | +0.5% | +14.4% | -13.8% | +6.0% |
| 3M | -18.4% | -2.7% | -15.7% | -19.8% |
| 6M | +10.9% | -4.7% | +15.5% | +8.5% |
| YTD | -40.8% | -0.5% | -40.3% | -46.3% |
| 1Y | -51.7% | +8.7% | -60.4% | -61.8% |
| All | -51.7% | +9.2% | -60.9% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling