+2,625.3%
FN vs TXT
+369.4%
+2,255.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.6% | -12.6% | -13.5% |
| 7D | -16.0% | -2.5% | -13.4% | -14.9% |
| 30D | -40.1% | +12.8% | -53.0% | -43.9% |
| 3M | -43.9% | -3.6% | -40.3% | -43.3% |
| 6M | -55.6% | -6.9% | -48.7% | -54.5% |
| YTD | -35.7% | -2.2% | -33.5% | -35.9% |
| 1Y | -39.8% | +6.3% | -46.1% | -42.3% |
| 3Y | +80.3% | +10.3% | +70.0% | +67.7% |
| 5Y | +143.3% | +10.6% | +132.7% | +123.4% |
| 10Y | +682.3% | +121.0% | +561.3% | +375.0% |
| All | +2,625.3% | +369.4% | +2,255.9% | +944.4% |
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