-61.0%
FND vs TXT
+12.6%
-73.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -23.6% | -11.1% | -12.5% | -16.1% |
| 3M | +4.3% | -13.0% | +17.3% | +15.7% |
| 6M | -20.3% | -16.2% | -4.1% | -9.2% |
| YTD | -21.3% | -8.7% | -12.6% | -16.7% |
| 1Y | -45.4% | -3.8% | -41.6% | -44.7% |
| 3Y | -48.9% | +5.5% | -54.4% | -53.4% |
| 5Y | -61.0% | +12.3% | -73.3% | -67.2% |
| All | -61.0% | +12.6% | -73.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling