+12.5%
FN vs TXG
+372.5%
-360.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -22.0% | +32.0% | -54.0% | -26.0% |
| 3M | -43.0% | +87.0% | -130.0% | -49.1% |
| 6M | -27.7% | +180.1% | -207.8% | -40.3% |
| YTD | -10.5% | +284.1% | -294.6% | -29.7% |
| 1Y | +12.5% | +361.7% | -349.2% | -14.6% |
| All | +12.5% | +372.5% | -360.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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