-47.6%
FND vs TXG
+453.6%
-501.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.3% |
| 7D | -5.8% | +9.5% | -15.2% | -7.5% |
| 30D | -20.2% | +18.8% | -39.0% | -23.2% |
| 3M | -12.0% | +136.1% | -148.1% | -28.3% |
| 6M | -18.5% | +235.2% | -253.7% | -38.2% |
| YTD | -22.3% | +320.5% | -342.8% | -43.2% |
| 1Y | -47.6% | +425.2% | -472.8% | -63.6% |
| All | -47.6% | +453.6% | -501.2% | -63.6% |
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