+336.6%
FTI vs TXG
+24.6%
+312.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -2.3% | +9.1% | -11.5% | -3.3% |
| 30D | +5.0% | +14.9% | -9.9% | +3.3% |
| 3M | +13.8% | +120.0% | -106.1% | +3.4% |
| 6M | +22.9% | +221.8% | -198.9% | +5.8% |
| YTD | +75.0% | +312.6% | -237.6% | +45.7% |
| 1Y | +96.9% | +398.4% | -301.6% | +58.6% |
| 3Y | +276.7% | +42.1% | +234.6% | +232.9% |
| 5Y | +1,157.0% | -63.5% | +1,220.5% | +1,119.7% |
| All | +336.6% | +24.6% | +312.0% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling