+30.0%
TXG vs FLR
+159.4%
-129.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +9.5% | -3.5% | +13.0% | +10.1% |
| 30D | +18.8% | +4.2% | +14.6% | +17.9% |
| 3M | +136.1% | +8.1% | +128.0% | +132.6% |
| 6M | +235.2% | +21.5% | +213.7% | +223.5% |
| YTD | +320.5% | +36.8% | +283.8% | +298.5% |
| 1Y | +425.2% | +31.2% | +394.0% | +401.0% |
| 3Y | +42.9% | +53.9% | -11.0% | +32.4% |
| 5Y | -62.8% | +243.0% | -305.9% | -67.2% |
| All | +30.0% | +159.4% | -129.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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