+755.5%
FN vs TXT
+90.9%
+664.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | +20.8% | -1.1% | +21.9% | +21.3% |
| 30D | -17.3% | +13.3% | -30.6% | -22.5% |
| 3M | -38.1% | -5.1% | -33.0% | -37.1% |
| 6M | -44.2% | -7.1% | -37.1% | -42.8% |
| YTD | -22.3% | -3.2% | -19.1% | -22.2% |
| 1Y | -20.9% | +2.3% | -23.2% | -22.7% |
| 3Y | +111.1% | +11.1% | +100.0% | +96.2% |
| 5Y | +191.8% | +10.0% | +181.8% | +168.8% |
| All | +755.5% | +90.9% | +664.6% | +640.7% |
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