-51.1%
FIS vs TXG
+406.9%
-458.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.4% | -27.1% | -23.6% |
| 7D | -18.4% | -19.3% | +0.8% | -18.3% |
| 30D | -11.4% | -30.9% | +19.5% | -10.7% |
| 3M | -32.0% | +41.1% | -73.1% | -33.6% |
| 6M | -35.6% | +211.9% | -247.5% | -41.1% |
| YTD | -53.8% | +314.0% | -367.8% | -58.5% |
| 1Y | -51.1% | +405.4% | -456.5% | -56.7% |
| All | -51.1% | +406.9% | -458.0% | -56.7% |
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