+27.6%
TXG vs FLR
+162.4%
-134.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.7% | +3.1% |
| 7D | +9.1% | -3.1% | +12.3% | +9.7% |
| 30D | +14.9% | +4.9% | +10.0% | +13.9% |
| 3M | +120.0% | +10.8% | +109.2% | +115.7% |
| 6M | +221.8% | +19.7% | +202.1% | +211.2% |
| YTD | +312.6% | +38.4% | +274.2% | +290.1% |
| 1Y | +398.4% | +34.7% | +363.8% | +373.4% |
| 3Y | +42.1% | +56.7% | -14.6% | +31.3% |
| 5Y | -63.5% | +241.6% | -305.1% | -67.8% |
| All | +27.6% | +162.4% | -134.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling