-35.8%
TXG vs FGI
-74.8%
+39.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -25.2% | +23.6% | -1.0% |
| 7D | -1.8% | -14.4% | +12.6% | -1.6% |
| 30D | -20.4% | -11.8% | -8.6% | -20.3% |
| 3M | +0.1% | -46.2% | +46.3% | +1.1% |
| 6M | +176.2% | +5.2% | +171.0% | +171.4% |
| YTD | +256.8% | +10.5% | +246.2% | +245.2% |
| 1Y | +255.9% | +25.5% | +230.4% | +241.5% |
| 3Y | +60.2% | -16.0% | +76.2% | +51.9% |
| All | -35.8% | -74.8% | +39.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling