+173.5%
FN vs TXT
+7.8%
+165.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.8% |
| 7D | 0.0% | -2.5% | +2.5% | +1.2% |
| 30D | -34.3% | +14.4% | -48.7% | -40.0% |
| 3M | -39.9% | -4.9% | -34.9% | -38.6% |
| 6M | -51.8% | -10.2% | -41.6% | -49.2% |
| YTD | -28.1% | -4.1% | -24.0% | -27.8% |
| 1Y | -29.1% | +4.0% | -33.0% | -32.1% |
| 3Y | +102.4% | +8.0% | +94.5% | +83.1% |
| All | +173.5% | +7.8% | +165.7% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling