+289.3%
FN vs TXG
-66.1%
+355.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -22.0% | +32.0% | -54.0% | -26.9% |
| 3M | -43.0% | +87.0% | -130.0% | -50.6% |
| 6M | -27.7% | +180.1% | -207.8% | -42.9% |
| YTD | -10.5% | +284.1% | -294.6% | -34.6% |
| 1Y | +12.5% | +361.7% | -349.2% | -22.0% |
| 3Y | +153.8% | +15.9% | +137.9% | +112.6% |
| All | +289.3% | -66.1% | +355.4% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling