-54.3%
FIS vs TXT
+90.9%
-145.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -5.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -19.4% | +13.3% | -32.7% | -23.0% |
| 3M | -31.6% | -5.1% | -26.4% | -30.5% |
| 6M | -32.5% | -7.1% | -25.4% | -31.4% |
| YTD | -56.0% | -3.2% | -52.8% | -56.2% |
| 1Y | -55.5% | +2.3% | -57.9% | -56.8% |
| 3Y | -41.3% | +11.1% | -52.4% | -45.7% |
| 5Y | -72.3% | +10.0% | -82.3% | -74.6% |
| All | -54.3% | +90.9% | -145.2% | -67.4% |
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