+211.6%
FTI vs TXT
+10.4%
+201.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -4.7% | +13.3% | -18.0% | -9.0% |
| 3M | -13.5% | -5.0% | -8.6% | -12.2% |
| 6M | -8.7% | -8.4% | -0.3% | -6.5% |
| YTD | +49.0% | -4.0% | +53.0% | +48.4% |
| 1Y | +54.0% | +2.8% | +51.2% | +48.7% |
| 3Y | +211.6% | +10.3% | +201.3% | +156.0% |
| All | +211.6% | +10.4% | +201.2% | +156.0% |
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