+158.9%
FDX vs TXG
+20.5%
+138.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.3% | +2.2% |
| 7D | +0.2% | +5.5% | -5.4% | -0.6% |
| 30D | +9.3% | -19.3% | +28.6% | +11.6% |
| 3M | +0.5% | +25.0% | -24.5% | -4.2% |
| 6M | +5.3% | +201.2% | -195.8% | -12.2% |
| YTD | +38.6% | +298.8% | -260.2% | +10.0% |
| 1Y | +53.5% | +326.6% | -273.0% | +20.0% |
| 3Y | +74.2% | +78.3% | -4.1% | +45.1% |
| 5Y | +75.3% | -61.3% | +136.6% | +63.5% |
| All | +158.9% | +20.5% | +138.4% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling