-36.3%
FICO vs TXG
+177.1%
-213.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.7% |
| 7D | -19.2% | +1.8% | -21.0% | -19.2% |
| 30D | -14.6% | +32.0% | -46.6% | -14.4% |
| 3M | -20.1% | +87.0% | -107.1% | -20.7% |
| 6M | -36.3% | +180.1% | -216.4% | -38.9% |
| All | -36.3% | +177.1% | -213.4% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling