+425.2%
TXG vs FLR
+31.4%
+393.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.7% |
| 7D | +9.5% | -3.5% | +13.0% | +11.4% |
| 30D | +18.8% | +4.2% | +14.6% | +16.1% |
| 3M | +136.1% | +8.1% | +128.0% | +122.7% |
| 6M | +235.2% | +21.5% | +213.7% | +192.4% |
| YTD | +320.5% | +36.8% | +283.8% | +236.8% |
| 1Y | +425.2% | +31.2% | +394.0% | +322.9% |
| All | +425.2% | +31.4% | +393.8% | +322.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling