-1.0%
FTV vs TXG
-62.8%
+61.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.2% |
| 7D | -4.0% | +9.5% | -13.4% | -5.2% |
| 30D | -11.0% | +18.8% | -29.8% | -13.4% |
| 3M | -8.4% | +136.1% | -144.5% | -20.4% |
| 6M | -2.6% | +235.2% | -237.8% | -20.6% |
| YTD | -0.6% | +320.5% | -321.2% | -22.3% |
| 1Y | +11.0% | +425.2% | -414.2% | -17.5% |
| 3Y | -6.3% | +42.9% | -49.2% | -19.2% |
| All | -1.0% | -62.8% | +61.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling