+129.9%
FICO vs TXG
+7.8%
+122.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.2% | -1.8% | +4.1% | +2.5% |
| 30D | +0.1% | -20.4% | +20.5% | +2.8% |
| 3M | -35.2% | +0.1% | -35.2% | -37.0% |
| 6M | -32.4% | +176.2% | -208.5% | -47.3% |
| YTD | -57.4% | +256.8% | -314.2% | -69.0% |
| 1Y | -58.5% | +255.9% | -314.4% | -70.0% |
| 3Y | -28.9% | +60.2% | -89.1% | -44.0% |
| 5Y | +91.7% | -65.1% | +156.8% | +93.1% |
| All | +129.9% | +7.8% | +122.1% | +71.6% |
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