-40.2%
FIS vs TXT
+98.4%
-138.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.1% |
| 7D | -3.5% | -0.2% | -3.2% | -3.4% |
| 30D | -7.8% | -11.1% | +3.2% | -4.0% |
| 3M | +0.8% | -13.0% | +13.8% | +5.3% |
| 6M | -21.9% | -16.2% | -5.7% | -17.7% |
| YTD | -39.5% | -8.7% | -30.8% | -38.5% |
| 1Y | -41.0% | -3.8% | -37.2% | -41.3% |
| 3Y | -23.6% | +5.5% | -29.1% | -27.9% |
| 5Y | -65.6% | +12.3% | -77.9% | -68.6% |
| 10Y | -40.2% | +97.4% | -137.6% | -57.8% |
| All | -40.2% | +98.4% | -138.6% | -57.8% |
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 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