+537.4%
FN vs TXG
+9.4%
+528.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.6% | -3.2% |
| 7D | +20.8% | +1.8% | +19.0% | +20.5% |
| 30D | -17.3% | -17.7% | +0.4% | -13.7% |
| 3M | -38.1% | +2.3% | -40.5% | -39.0% |
| 6M | -44.2% | +182.5% | -226.7% | -55.5% |
| YTD | -22.3% | +262.4% | -284.6% | -41.7% |
| 1Y | -20.9% | +254.1% | -275.0% | -40.6% |
| 3Y | +111.1% | +66.6% | +44.5% | +67.8% |
| 5Y | +191.8% | -64.5% | +256.4% | +173.0% |
| All | +537.4% | +9.4% | +528.0% | +407.2% |
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