+230.6%
FIS vs TXT
+272.2%
-41.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.6% |
| 7D | -25.5% | -2.5% | -23.0% | -24.8% |
| 30D | -15.1% | +14.4% | -29.4% | -18.5% |
| 3M | -32.1% | -4.9% | -27.2% | -31.2% |
| 6M | -36.1% | -10.2% | -25.8% | -34.4% |
| YTD | -55.4% | -4.1% | -51.3% | -55.4% |
| 1Y | -53.9% | +4.0% | -57.8% | -55.1% |
| 3Y | -39.8% | +8.0% | -47.7% | -42.7% |
| 5Y | -71.1% | +8.4% | -79.5% | -72.7% |
| 10Y | -53.8% | +116.6% | -170.4% | -66.8% |
| All | +230.6% | +272.2% | -41.6% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling