-36.3%
FND vs TXT
+13.4%
-49.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | +14.5% | +13.4% | +1.1% | +4.3% |
| 3M | -15.6% | -2.5% | -13.1% | -14.3% |
| 6M | +4.7% | -6.2% | +10.9% | +8.7% |
| YTD | -16.1% | -1.3% | -14.8% | -16.9% |
| 1Y | -16.0% | +4.3% | -20.3% | -20.2% |
| All | -36.3% | +13.4% | -49.7% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling