+124.9%
FICO vs TXG
+9.8%
+115.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -0.9% | -15.4% | +14.5% | +1.4% |
| 30D | +3.3% | -22.1% | +25.4% | +6.4% |
| 3M | -31.7% | +30.0% | -61.7% | -37.0% |
| 6M | -34.0% | +160.7% | -194.7% | -47.9% |
| YTD | -58.3% | +263.5% | -321.8% | -69.7% |
| 1Y | -57.9% | +356.0% | -413.9% | -71.1% |
| 3Y | -24.1% | +53.4% | -77.4% | -39.5% |
| 5Y | +85.3% | -66.7% | +152.0% | +89.1% |
| All | +124.9% | +9.8% | +115.1% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling