+197.9%
FICO vs TXG
+21.5%
+176.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.8% |
| 7D | -15.4% | +9.4% | -24.8% | -16.8% |
| 30D | -10.4% | +26.1% | -36.5% | -14.4% |
| 3M | -22.7% | +124.8% | -147.5% | -35.0% |
| 6M | -36.8% | +215.2% | -252.0% | -51.0% |
| YTD | -44.8% | +302.2% | -347.0% | -59.5% |
| 1Y | -39.3% | +370.9% | -410.3% | -57.7% |
| 3Y | +3.7% | +38.5% | -34.8% | -12.8% |
| 5Y | +101.7% | -64.4% | +166.1% | +108.4% |
| All | +197.9% | +21.5% | +176.4% | +123.7% |
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