+17.9%
TXT vs FGI
-70.6%
+88.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -2.5% | -7.0% | +4.4% | -2.4% |
| 30D | +14.4% | -4.2% | +18.6% | +14.5% |
| 3M | -4.9% | +55.6% | -60.5% | -6.5% |
| 6M | -10.2% | -3.2% | -7.1% | -11.0% |
| YTD | -4.1% | +29.1% | -33.2% | -6.6% |
| 1Y | +4.0% | +51.0% | -47.0% | +0.3% |
| 3Y | +8.0% | +1.5% | +6.4% | +2.9% |
| All | +17.9% | -70.6% | +88.4% | +17.3% |
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