+489.3%
FN vs TXG
+9.8%
+479.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.1% | +9.6% | +11.2% |
| 7D | 0.0% | -15.4% | +15.4% | +3.5% |
| 30D | -34.3% | -22.1% | -12.2% | -30.9% |
| 3M | -39.9% | +30.0% | -69.9% | -43.7% |
| 6M | -51.8% | +160.7% | -212.5% | -61.0% |
| YTD | -28.1% | +263.5% | -291.6% | -46.2% |
| 1Y | -29.1% | +356.0% | -385.1% | -49.5% |
| 3Y | +102.4% | +53.4% | +49.1% | +63.1% |
| 5Y | +171.7% | -66.7% | +238.4% | +155.9% |
| All | +489.3% | +9.8% | +479.5% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling