-55.3%
FIS vs TXT
+115.3%
-170.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.2% |
| 7D | -29.4% | -3.5% | -25.9% | -28.4% |
| 30D | -16.7% | +15.2% | -31.9% | -20.9% |
| 3M | -33.0% | -4.5% | -28.5% | -32.1% |
| 6M | -33.3% | -6.1% | -27.2% | -32.5% |
| YTD | -56.0% | -2.0% | -54.0% | -56.5% |
| 1Y | -54.6% | +4.2% | -58.8% | -56.1% |
| 3Y | -40.6% | +14.4% | -55.0% | -45.6% |
| 5Y | -71.9% | +12.3% | -84.3% | -74.5% |
| 10Y | -55.3% | +101.8% | -157.2% | -67.9% |
| All | -55.3% | +115.3% | -170.7% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling