+3,078.0%
FN vs TXT
+377.3%
+2,700.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.4% |
| 7D | -7.0% | +10.6% | -17.6% | -12.0% |
| 30D | -24.7% | +14.4% | -39.1% | -30.1% |
| 3M | -35.7% | -2.7% | -32.9% | -35.4% |
| 6M | -52.4% | -4.7% | -47.7% | -51.8% |
| YTD | -25.0% | -0.5% | -24.4% | -25.9% |
| 1Y | -25.7% | +8.7% | -34.4% | -29.6% |
| 3Y | +110.2% | +12.1% | +98.1% | +93.8% |
| 5Y | +192.3% | +14.6% | +177.8% | +163.9% |
| 10Y | +812.3% | +124.7% | +687.6% | +449.0% |
| All | +3,078.0% | +377.3% | +2,700.8% | +1,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling