-4.4%
FTV vs TXG
+41.0%
-45.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -1.3% | +9.1% | -10.4% | -2.4% |
| 30D | -9.5% | +14.9% | -24.4% | -11.2% |
| 3M | -10.9% | +120.0% | -130.9% | -20.5% |
| 6M | -0.6% | +221.8% | -222.4% | -16.7% |
| YTD | +1.4% | +312.6% | -311.1% | -18.4% |
| 1Y | +17.6% | +398.4% | -380.8% | -9.3% |
| All | -4.4% | +41.0% | -45.5% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling