+31.9%
FTV vs TXG
+21.5%
+10.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.4% |
| 7D | -0.4% | +9.4% | -9.8% | -1.7% |
| 30D | -8.3% | +26.1% | -34.4% | -11.6% |
| 3M | -7.4% | +124.8% | -132.2% | -18.6% |
| 6M | -1.2% | +215.2% | -216.4% | -18.2% |
| YTD | +2.7% | +302.2% | -299.5% | -18.5% |
| 1Y | +18.4% | +370.9% | -352.5% | -9.4% |
| 3Y | -2.0% | +38.5% | -40.6% | -15.0% |
| 5Y | +3.4% | -64.4% | +67.8% | +0.1% |
| All | +31.9% | +21.5% | +10.4% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling