-59.7%
FICO vs TXG
+256.0%
-315.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.6% |
| 7D | +1.4% | +1.8% | -0.4% | +1.4% |
| 30D | -0.8% | -17.7% | +16.9% | -0.9% |
| 3M | -31.3% | +2.3% | -33.6% | -32.9% |
| 6M | -33.9% | +182.5% | -216.4% | -41.0% |
| YTD | -57.6% | +262.4% | -319.9% | -62.1% |
| 1Y | -59.7% | +254.1% | -313.8% | -63.9% |
| All | -59.7% | +256.0% | -315.7% | -63.9% |
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