+794.1%
FN vs TXT
+103.6%
+690.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.4% | -5.5% |
| 7D | -4.1% | -1.1% | -3.0% | -3.5% |
| 30D | -28.3% | +17.1% | -45.4% | -33.8% |
| 3M | -33.9% | -2.6% | -31.2% | -33.5% |
| 6M | -43.9% | -4.6% | -39.3% | -43.2% |
| YTD | -23.4% | -0.3% | -23.1% | -24.3% |
| 1Y | -25.4% | +5.9% | -31.3% | -28.2% |
| 3Y | +107.9% | +14.4% | +93.5% | +90.7% |
| 5Y | +195.1% | +15.9% | +179.2% | +165.9% |
| 10Y | +794.1% | +99.6% | +694.5% | +673.2% |
| All | +794.1% | +103.6% | +690.5% | +673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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