-17.4%
FIS vs TXT
+4.5%
-21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.4% |
| 30D | -2.2% | -10.6% | +8.4% | +0.7% |
| 3M | +2.1% | -13.2% | +15.3% | +5.6% |
| 6M | -14.7% | -20.3% | +5.7% | -9.5% |
| YTD | -35.7% | -9.3% | -26.4% | -35.2% |
| 1Y | -37.1% | -2.7% | -34.4% | -38.3% |
| All | -17.4% | +4.5% | -21.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling