+330.4%
TXG vs FWONK
+7.3%
+323.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.7% | -21.7% | -14.0% |
| 7D | -28.8% | +15.0% | -43.8% | -29.7% |
| 30D | -28.0% | +11.5% | -39.5% | -28.5% |
| 3M | +22.3% | +10.9% | +11.4% | +22.1% |
| 6M | +163.8% | +21.9% | +141.9% | +161.5% |
| YTD | +256.0% | +8.1% | +247.8% | +221.1% |
| 1Y | +330.4% | +5.0% | +325.4% | +270.3% |
| All | +330.4% | +7.3% | +323.1% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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