+162.0%
FDX vs TXG
+14.9%
+147.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.2% |
| 7D | -2.1% | -8.1% | +6.0% | -1.1% |
| 30D | +10.4% | -17.5% | +27.9% | +12.4% |
| 3M | +0.5% | +6.1% | -5.6% | -2.0% |
| 6M | +6.5% | +202.7% | -196.2% | -11.3% |
| YTD | +40.2% | +280.4% | -240.2% | +11.9% |
| 1Y | +52.1% | +274.0% | -221.9% | +21.2% |
| 3Y | +72.8% | +74.9% | -2.1% | +44.2% |
| 5Y | +76.3% | -63.0% | +139.3% | +65.4% |
| All | +162.0% | +14.9% | +147.1% | +128.0% |
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