+693.0%
FN vs TXT
+89.4%
+603.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -7.0% |
| 7D | +0.3% | +0.1% | +0.1% | +0.3% |
| 30D | -16.5% | +13.3% | -29.9% | -21.8% |
| 3M | -42.1% | -5.0% | -37.1% | -41.2% |
| 6M | -52.9% | -8.4% | -44.5% | -51.4% |
| YTD | -28.0% | -4.0% | -24.0% | -27.6% |
| 1Y | -18.5% | +2.8% | -21.3% | -20.5% |
| 3Y | +93.9% | +10.3% | +83.6% | +80.9% |
| 5Y | +170.5% | +9.2% | +161.3% | +150.1% |
| All | +693.0% | +89.4% | +603.6% | +589.2% |
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