-39.3%
FND vs TXG
+372.5%
-411.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -5.2% | +1.8% | -7.0% | -5.6% |
| 30D | -19.9% | +32.0% | -51.9% | -25.2% |
| 3M | +2.7% | +87.0% | -84.3% | -12.6% |
| 6M | -21.7% | +180.1% | -201.7% | -39.2% |
| YTD | -17.5% | +284.1% | -301.6% | -39.5% |
| 1Y | -39.3% | +361.7% | -401.0% | -57.1% |
| All | -39.3% | +372.5% | -411.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling