-51.1%
FIS vs TXT
+9.2%
-60.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -1.3% | -22.4% | -23.6% |
| 7D | -18.4% | +10.6% | -29.1% | -18.8% |
| 30D | -11.4% | +14.4% | -25.8% | -11.8% |
| 3M | -32.0% | -2.7% | -29.2% | -32.0% |
| 6M | -35.6% | -4.7% | -30.9% | -35.9% |
| YTD | -53.8% | -0.5% | -53.3% | -55.1% |
| 1Y | -51.1% | +8.7% | -59.8% | -54.8% |
| All | -51.1% | +9.2% | -60.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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