-55.8%
FIG vs TXT
-1.0%
-54.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.5% |
| 7D | -16.3% | -4.8% | -11.5% | -17.5% |
| 30D | -14.3% | -10.6% | -3.7% | -17.0% |
| 3M | +7.2% | -13.2% | +20.3% | +3.2% |
| 6M | -18.6% | -20.3% | +1.7% | -22.1% |
| YTD | -35.5% | -9.3% | -26.2% | -42.1% |
| 1Y | -55.8% | -2.7% | -53.1% | -62.5% |
| All | -55.8% | -1.0% | -54.8% | -62.5% |
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 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