-50.3%
FND vs TXG
+39.1%
-89.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -5.1% | +5.0% | -10.1% | -6.4% |
| 30D | -22.5% | +13.5% | -36.0% | -25.5% |
| 3M | -5.0% | +128.0% | -133.0% | -26.0% |
| 6M | -21.5% | +224.4% | -246.0% | -45.1% |
| YTD | -23.0% | +307.0% | -330.0% | -50.0% |
| 1Y | -44.9% | +427.2% | -472.1% | -67.6% |
| All | -50.3% | +39.1% | -89.4% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling