-3.3%
FND vs TXG
+21.5%
-24.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.7% | -9.3% | -6.0% |
| 7D | +0.4% | +9.4% | -9.0% | -2.4% |
| 30D | -23.6% | +26.1% | -49.6% | -29.5% |
| 3M | +4.3% | +124.8% | -120.5% | -20.5% |
| 6M | -20.3% | +215.2% | -235.5% | -46.0% |
| YTD | -21.3% | +302.2% | -323.5% | -51.2% |
| 1Y | -45.4% | +370.9% | -416.3% | -68.6% |
| 3Y | -48.9% | +38.5% | -87.4% | -60.5% |
| 5Y | -61.0% | -64.4% | +3.3% | -60.2% |
| All | -3.3% | +21.5% | -24.8% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling