-65.9%
FIS vs TXG
+21.5%
-87.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.6% | -6.4% |
| 7D | -3.5% | +9.4% | -12.8% | -4.3% |
| 30D | -7.8% | +26.1% | -33.9% | -10.2% |
| 3M | +0.8% | +124.8% | -124.0% | -8.1% |
| 6M | -21.9% | +215.2% | -237.1% | -31.8% |
| YTD | -39.5% | +302.2% | -341.7% | -48.7% |
| 1Y | -41.0% | +370.9% | -411.9% | -51.2% |
| 3Y | -23.6% | +38.5% | -62.1% | -30.3% |
| 5Y | -65.6% | -64.4% | -1.3% | -64.8% |
| All | -65.9% | +21.5% | -87.4% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling