-60.5%
FND vs TXT
+14.6%
-75.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | +14.5% | +13.4% | +1.1% | +3.2% |
| 3M | -15.6% | -2.5% | -13.1% | -14.3% |
| 6M | +4.7% | -6.2% | +10.9% | +9.0% |
| YTD | -16.1% | -1.3% | -14.8% | -17.0% |
| 1Y | -16.0% | +4.3% | -20.3% | -20.6% |
| 3Y | -35.5% | +13.2% | -48.7% | -44.9% |
| 5Y | -60.5% | +12.4% | -72.9% | -67.4% |
| All | -60.5% | +14.6% | -75.1% | -67.4% |
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 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