-66.7%
FIS vs TXG
+22.9%
-89.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.3% |
| 7D | -8.9% | +5.0% | -13.9% | -9.4% |
| 30D | -9.9% | +13.5% | -23.4% | -11.2% |
| 3M | 0.0% | +128.0% | -128.1% | -9.0% |
| 6M | -22.9% | +224.4% | -247.3% | -32.9% |
| YTD | -40.9% | +307.0% | -347.9% | -49.9% |
| 1Y | -40.4% | +427.2% | -467.7% | -51.4% |
| 3Y | -25.4% | +40.2% | -65.5% | -32.0% |
| 5Y | -64.8% | -64.0% | -0.8% | -64.0% |
| All | -66.7% | +22.9% | -89.6% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling