+163.2%
FDX vs TXG
+7.8%
+155.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.7% |
| 7D | +5.2% | -1.8% | +7.0% | +5.4% |
| 30D | +11.3% | -20.4% | +31.7% | +13.8% |
| 3M | -4.1% | +0.1% | -4.2% | -5.8% |
| 6M | +9.6% | +176.2% | -166.5% | -7.6% |
| YTD | +40.9% | +256.8% | -215.9% | +13.4% |
| 1Y | +53.0% | +255.9% | -202.9% | +22.7% |
| 3Y | +74.1% | +60.2% | +13.9% | +46.9% |
| 5Y | +75.1% | -65.1% | +140.2% | +65.5% |
| All | +163.2% | +7.8% | +155.5% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling