-58.8%
FICO vs TXG
+314.1%
-372.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.7% | -7.0% | +2.7% |
| 7D | -0.1% | +5.5% | -5.6% | -0.1% |
| 30D | +8.4% | -19.3% | +27.8% | +8.5% |
| 3M | -30.5% | +25.0% | -55.5% | -32.3% |
| 6M | -35.7% | +201.2% | -236.9% | -42.1% |
| YTD | -57.2% | +298.8% | -356.0% | -61.4% |
| All | -58.8% | +314.1% | -372.9% | -62.9% |
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