+54.6%
FTI vs TXG
+406.9%
-352.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.8% | -3.5% |
| 7D | -9.7% | -19.3% | +9.6% | -9.1% |
| 30D | -8.2% | -30.9% | +22.7% | -7.3% |
| 3M | -7.8% | +41.1% | -48.9% | -8.7% |
| 6M | -13.4% | +211.9% | -225.3% | -16.9% |
| YTD | +45.1% | +314.0% | -268.9% | +34.3% |
| 1Y | +54.6% | +405.4% | -350.8% | +41.7% |
| All | +54.6% | +406.9% | -352.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling