-39.3%
FICO vs TXG
+366.6%
-405.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.2% |
| 7D | -15.4% | +9.4% | -24.8% | -16.0% |
| 30D | -10.4% | +26.1% | -36.5% | -11.7% |
| 3M | -22.7% | +124.8% | -147.5% | -27.8% |
| 6M | -36.8% | +215.2% | -252.0% | -43.3% |
| YTD | -44.8% | +302.2% | -347.0% | -51.6% |
| 1Y | -39.3% | +370.9% | -410.3% | -47.3% |
| All | -39.3% | +366.6% | -405.9% | -47.3% |
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