-70.8%
FIS vs TXG
-65.2%
-5.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | +2.8% | -1.8% | +4.7% | +2.9% |
| 30D | -16.7% | -20.4% | +3.7% | -15.7% |
| 3M | -32.3% | +0.1% | -32.4% | -33.4% |
| 6M | -29.1% | +176.2% | -205.2% | -37.8% |
| YTD | -54.1% | +256.8% | -310.9% | -61.2% |
| 1Y | -53.7% | +255.9% | -309.6% | -60.9% |
| 3Y | -38.8% | +60.2% | -99.1% | -45.6% |
| All | -70.8% | -65.2% | -5.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling