-13.4%
FND vs TXG
+406.9%
-420.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +10.4% |
| 7D | +12.3% | -19.3% | +31.6% | +16.0% |
| 30D | +14.7% | -30.9% | +45.7% | +21.1% |
| 3M | -12.0% | +41.1% | -53.1% | -20.9% |
| 6M | +10.8% | +211.9% | -201.1% | -18.2% |
| YTD | -12.3% | +314.0% | -326.3% | -38.0% |
| 1Y | -13.4% | +405.4% | -418.8% | -39.9% |
| All | -13.4% | +406.9% | -420.3% | -39.9% |
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