-38.6%
FICO vs TXG
+372.5%
-411.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.6% |
| 7D | -19.2% | +1.8% | -21.0% | -19.3% |
| 30D | -14.6% | +32.0% | -46.6% | -16.0% |
| 3M | -20.1% | +87.0% | -107.1% | -24.1% |
| 6M | -36.3% | +180.1% | -216.4% | -42.2% |
| YTD | -44.9% | +284.1% | -329.0% | -51.5% |
| 1Y | -38.6% | +361.7% | -400.3% | -47.1% |
| All | -38.6% | +372.5% | -411.1% | -47.1% |
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