+65.0%
FDX vs TXG
+406.9%
-341.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.5% |
| 7D | +8.1% | -19.3% | +27.4% | +8.9% |
| 30D | +13.9% | -30.9% | +44.8% | +15.4% |
| 3M | +5.5% | +41.1% | -35.5% | +2.3% |
| 6M | +15.1% | +211.9% | -196.7% | +4.9% |
| YTD | +43.2% | +314.0% | -270.8% | +30.4% |
| 1Y | +65.0% | +405.4% | -340.3% | +52.0% |
| All | +65.0% | +406.9% | -341.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling