+48.5%
FND vs TXT
+71.5%
-23.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | -19.6% | -10.4% | -9.2% | -13.8% |
| 3M | -4.3% | -14.3% | +10.0% | +5.0% |
| 6M | -20.4% | -15.1% | -5.3% | -12.3% |
| YTD | -21.9% | -8.3% | -13.5% | -18.1% |
| 1Y | -45.2% | -0.7% | -44.5% | -45.4% |
| 3Y | -49.2% | +6.0% | -55.2% | -51.6% |
| 5Y | -61.8% | +12.5% | -74.3% | -64.8% |
| All | +48.5% | +71.5% | -23.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling