-37.1%
FIS vs TXG
+372.5%
-409.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | -2.2% | +32.0% | -34.2% | -3.6% |
| 3M | +2.1% | +87.0% | -84.9% | -2.1% |
| 6M | -14.7% | +180.1% | -194.7% | -20.5% |
| YTD | -35.7% | +284.1% | -319.8% | -41.4% |
| 1Y | -37.1% | +361.7% | -398.7% | -42.9% |
| All | -37.1% | +372.5% | -409.5% | -42.9% |
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