-2.8%
TXT vs FIGR
+5.9%
-8.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.8% | +14.9% | -14.0% | +0.5% |
| 30D | -10.4% | +32.3% | -42.7% | -11.3% |
| 3M | -14.3% | +34.8% | -49.1% | -15.3% |
| 6M | -15.1% | +16.8% | -31.9% | -15.9% |
| YTD | -8.3% | -6.7% | -1.7% | -10.5% |
| All | -2.8% | +5.9% | -8.7% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling