+3,689.8%
FN vs TXT
+335.4%
+3,354.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -4.8% | +3.1% | +0.6% |
| 30D | -22.0% | -10.6% | -11.4% | -17.7% |
| 3M | -43.0% | -13.2% | -29.8% | -39.2% |
| 6M | -27.7% | -20.3% | -7.4% | -19.4% |
| YTD | -10.5% | -9.3% | -1.3% | -6.8% |
| 1Y | +12.5% | -2.7% | +15.2% | +13.1% |
| 3Y | +153.8% | +1.4% | +152.4% | +147.5% |
| 5Y | +288.0% | +9.6% | +278.4% | +261.5% |
| 10Y | +906.4% | +94.9% | +811.5% | +555.2% |
| All | +3,689.8% | +335.4% | +3,354.4% | +1,417.9% |
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