-53.4%
FIG vs TXT
+2.4%
-55.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.9% |
| 7D | +2.6% | -1.1% | +3.7% | +2.3% |
| 30D | -13.1% | +13.3% | -26.3% | -8.5% |
| 3M | -20.3% | -5.1% | -15.2% | -22.4% |
| 6M | -2.1% | -7.1% | +5.0% | -5.1% |
| YTD | -49.4% | -3.2% | -46.2% | -54.4% |
| All | -53.4% | +2.4% | -55.8% | -61.2% |
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