-83.2%
FIG vs TXT
+10.0%
-93.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.7% |
| 7D | -12.6% | -3.5% | -9.1% | -13.6% |
| 30D | -13.8% | +15.2% | -28.9% | -9.6% |
| 3M | -16.7% | -4.5% | -12.2% | -18.3% |
| 6M | -6.1% | -6.1% | 0.0% | -8.1% |
| YTD | -48.1% | -2.0% | -46.1% | -50.8% |
| 1Y | -56.2% | +4.2% | -60.4% | -59.1% |
| All | -83.2% | +10.0% | -93.2% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling