-1.4%
TXT vs FIGR
-3.1%
+1.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +2.4% |
| 7D | +2.5% | -3.0% | +5.5% | +2.5% |
| 30D | -8.9% | +13.7% | -22.5% | -9.4% |
| 3M | -13.6% | +23.9% | -37.4% | -14.4% |
| 6M | -13.1% | -8.4% | -4.7% | -13.7% |
| YTD | -7.0% | -14.6% | +7.6% | -9.0% |
| 1Y | -1.4% | +12.1% | -13.5% | -5.6% |
| All | -1.4% | -3.1% | +1.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling