+62.7%
TXG vs FGI
+12.3%
+50.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -10.9% | -4.8% |
| 7D | +1.8% | +13.5% | -11.7% | +1.6% |
| 30D | -17.7% | +17.1% | -34.8% | -17.9% |
| 3M | +2.3% | +78.0% | -75.7% | +0.6% |
| 6M | +182.5% | +46.4% | +136.1% | +177.8% |
| YTD | +262.4% | +47.7% | +214.6% | +252.7% |
| 1Y | +254.1% | +56.8% | +197.3% | +243.4% |
| All | +62.7% | +12.3% | +50.5% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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