+317.0%
FWONK vs TXT
+107.7%
+209.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | +0.1% | +2.5% | -2.4% | -0.9% |
| 30D | -7.7% | -8.9% | +1.1% | -4.3% |
| 3M | +5.7% | -13.6% | +19.3% | +11.6% |
| 6M | +13.5% | -13.1% | +26.6% | +19.0% |
| YTD | -3.0% | -7.0% | +4.1% | -1.7% |
| 1Y | -6.4% | -1.4% | -5.0% | -7.8% |
| 3Y | +43.8% | +7.0% | +36.9% | +33.5% |
| 5Y | +98.6% | +15.4% | +83.2% | +73.6% |
| All | +317.0% | +107.7% | +209.2% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling