-25.7%
FN vs TXG
+406.9%
-432.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.4% | -9.4% | -6.6% |
| 7D | -7.0% | -19.3% | +12.3% | -3.8% |
| 30D | -24.7% | -30.9% | +6.2% | -21.3% |
| 3M | -35.7% | +41.1% | -76.7% | -40.7% |
| 6M | -52.4% | +211.9% | -264.3% | -61.6% |
| YTD | -25.0% | +314.0% | -338.9% | -42.2% |
| 1Y | -25.7% | +405.4% | -431.1% | -44.3% |
| All | -25.7% | +406.9% | -432.6% | -44.3% |
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