-56.4%
FICO vs TXG
+406.9%
-463.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -3.3% |
| 7D | +0.4% | -19.3% | +19.7% | +0.7% |
| 30D | +1.7% | -30.9% | +32.6% | +2.8% |
| 3M | -33.0% | +41.1% | -74.1% | -35.3% |
| 6M | -33.9% | +211.9% | -245.7% | -41.2% |
| YTD | -58.5% | +314.0% | -372.5% | -63.9% |
| 1Y | -56.4% | +405.4% | -461.7% | -62.8% |
| All | -56.4% | +406.9% | -463.3% | -62.8% |
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