+2,159.9%
FTI vs TXT
+249.4%
+1,910.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.3% | -4.8% | +10.1% | +7.6% |
| 30D | +15.3% | -10.6% | +25.9% | +21.3% |
| 3M | +15.8% | -13.2% | +28.9% | +22.7% |
| 6M | +22.6% | -20.3% | +42.9% | +34.4% |
| YTD | +79.5% | -9.3% | +88.8% | +84.7% |
| 1Y | +102.0% | -2.7% | +104.7% | +100.0% |
| 3Y | +315.8% | +1.4% | +314.4% | +298.7% |
| 5Y | +1,129.5% | +9.6% | +1,119.9% | +1,021.9% |
| 10Y | +320.9% | +94.9% | +226.0% | +196.2% |
| All | +2,159.9% | +249.4% | +1,910.6% | +834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling