+143.3%
FN vs TXT
+11.0%
+132.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.6% | -12.6% | -13.3% |
| 7D | -16.0% | -2.5% | -13.4% | -14.7% |
| 30D | -40.1% | +12.8% | -53.0% | -44.7% |
| 3M | -43.9% | -3.6% | -40.3% | -43.0% |
| 6M | -55.6% | -6.9% | -48.7% | -54.1% |
| YTD | -35.7% | -2.2% | -33.5% | -36.0% |
| 1Y | -39.8% | +6.3% | -46.1% | -43.0% |
| 3Y | +80.3% | +10.3% | +70.0% | +61.3% |
| 5Y | +143.3% | +10.6% | +132.7% | +106.8% |
| All | +143.3% | +11.0% | +132.3% | +106.8% |
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