+20.2%
TXT vs FGI
-70.3%
+90.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.5% | -11.6% | +9.0% | -2.4% |
| 30D | +12.8% | -3.3% | +16.1% | +12.9% |
| 3M | -3.6% | +65.6% | -69.2% | -5.3% |
| 6M | -6.9% | -2.8% | -4.2% | -7.8% |
| YTD | -2.2% | +30.1% | -32.3% | -4.7% |
| 1Y | +6.3% | +50.2% | -43.9% | +2.6% |
| 3Y | +10.3% | -0.4% | +10.7% | +5.4% |
| All | +20.2% | -70.3% | +90.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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