-58.7%
FIG vs TXT
-3.0%
-55.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.1% |
| 7D | -14.5% | +0.8% | -15.3% | -14.3% |
| 30D | -13.3% | -10.4% | -2.9% | -15.8% |
| 3M | +7.4% | -14.3% | +21.8% | +3.4% |
| 6M | -27.8% | -15.1% | -12.7% | -30.3% |
| YTD | -41.1% | -8.3% | -32.8% | -47.6% |
| 1Y | -58.7% | -0.7% | -58.0% | -64.0% |
| All | -58.7% | -3.0% | -55.7% | -64.0% |
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