+559.2%
FN vs TXG
+20.5%
+538.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.7% | +2.1% | +9.9% |
| 7D | +16.3% | +5.5% | +10.7% | +15.5% |
| 30D | -24.7% | -19.3% | -5.4% | -21.3% |
| 3M | -34.9% | +25.0% | -60.0% | -38.5% |
| 6M | -41.1% | +201.2% | -242.3% | -53.6% |
| YTD | -19.6% | +298.8% | -318.5% | -40.8% |
| 1Y | -18.5% | +326.6% | -345.1% | -41.0% |
| 3Y | +119.1% | +78.3% | +40.8% | +71.7% |
| 5Y | +206.9% | -61.3% | +268.3% | +181.9% |
| All | +559.2% | +20.5% | +538.8% | +414.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling