+30.0%
TXG vs FWONK
+133.4%
-103.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +18.8% | -7.7% | +26.5% | +22.9% |
| 3M | +136.1% | +5.7% | +130.4% | +130.5% |
| 6M | +235.2% | +13.5% | +221.8% | +216.1% |
| YTD | +320.5% | -3.0% | +323.5% | +322.1% |
| 1Y | +425.2% | -6.4% | +431.6% | +432.4% |
| 3Y | +42.9% | +43.8% | -0.9% | +18.3% |
| 5Y | -62.8% | +98.6% | -161.4% | -72.0% |
| All | +30.0% | +133.4% | -103.4% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling