-63.3%
FND vs TXG
-64.0%
+0.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -5.1% | +5.0% | -10.1% | -6.7% |
| 30D | -22.5% | +13.5% | -36.0% | -26.0% |
| 3M | -5.0% | +128.0% | -133.0% | -28.9% |
| 6M | -21.5% | +224.4% | -246.0% | -48.4% |
| YTD | -23.0% | +307.0% | -330.0% | -53.6% |
| 1Y | -44.9% | +427.2% | -472.1% | -70.4% |
| 3Y | -50.0% | +40.2% | -90.1% | -61.3% |
| 5Y | -63.3% | -64.0% | +0.7% | -61.2% |
| All | -63.3% | -64.0% | +0.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling