-64.0%
TXG vs FLR
+230.6%
-294.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.4% |
| 7D | +5.0% | -6.9% | +11.9% | +8.1% |
| 30D | +13.5% | +1.1% | +12.4% | +12.8% |
| 3M | +128.0% | +14.3% | +113.7% | +114.0% |
| 6M | +224.4% | +19.1% | +205.3% | +197.4% |
| YTD | +307.0% | +35.1% | +271.9% | +253.9% |
| 1Y | +427.2% | +29.5% | +397.8% | +365.3% |
| 3Y | +40.2% | +53.0% | -12.8% | +7.8% |
| 5Y | -64.0% | +238.9% | -302.9% | -76.5% |
| All | -64.0% | +230.6% | -294.6% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling