+306.6%
FWONK vs TXT
+115.6%
+190.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -5.8% | -10.4% | +4.7% | -1.5% |
| 3M | +10.0% | -14.3% | +24.4% | +16.5% |
| 6M | +14.7% | -15.1% | +29.8% | +21.3% |
| YTD | -1.7% | -8.3% | +6.6% | +0.1% |
| 1Y | -4.6% | -0.7% | -3.9% | -6.2% |
| 3Y | +46.7% | +6.0% | +40.7% | +36.9% |
| 5Y | +99.4% | +12.5% | +86.9% | +76.9% |
| 10Y | +345.6% | +103.2% | +242.4% | +171.7% |
| All | +306.6% | +115.6% | +190.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling