+27.6%
FTV vs TXG
+27.0%
+0.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | -4.0% | +9.5% | -13.4% | -5.2% |
| 30D | -11.0% | +18.8% | -29.8% | -13.3% |
| 3M | -8.4% | +136.1% | -144.5% | -20.1% |
| 6M | -2.6% | +235.2% | -237.8% | -20.0% |
| YTD | -0.6% | +320.5% | -321.2% | -21.6% |
| 1Y | +11.0% | +425.2% | -414.2% | -16.5% |
| 3Y | -6.3% | +42.9% | -49.2% | -19.1% |
| 5Y | -1.5% | -62.8% | +61.3% | -5.2% |
| All | +27.6% | +27.0% | +0.6% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling