-53.7%
FIS vs TXG
+254.8%
-308.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.1% |
| 7D | +2.8% | -1.8% | +4.7% | +2.8% |
| 30D | -16.7% | -20.4% | +3.7% | -17.0% |
| 3M | -32.3% | +0.1% | -32.4% | -33.4% |
| 6M | -29.1% | +176.2% | -205.2% | -36.0% |
| YTD | -54.1% | +256.8% | -310.9% | -59.5% |
| 1Y | -53.7% | +255.9% | -309.6% | -59.1% |
| All | -53.7% | +254.8% | -308.5% | -59.1% |
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