-30.9%
TXG vs FGI
-70.4%
+39.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | +32.0% | +65.4% | -33.4% | +29.0% |
| 3M | +87.0% | +23.5% | +63.5% | +83.7% |
| 6M | +180.1% | +60.5% | +119.5% | +168.9% |
| YTD | +284.1% | +30.0% | +254.1% | +270.9% |
| 1Y | +361.7% | +82.1% | +279.6% | +333.1% |
| 3Y | +15.9% | -4.4% | +20.3% | +9.9% |
| All | -30.9% | -70.4% | +39.5% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling