+247.6%
FIS vs TXT
+282.8%
-35.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -11.8% | +13.4% | -25.2% | -15.2% |
| 3M | -28.5% | -2.5% | -26.0% | -28.2% |
| 6M | -27.0% | -6.2% | -20.8% | -26.2% |
| YTD | -53.1% | -1.3% | -51.8% | -53.6% |
| 1Y | -52.8% | +4.3% | -57.1% | -54.0% |
| 3Y | -37.5% | +13.2% | -50.7% | -41.4% |
| 5Y | -71.1% | +12.4% | -83.4% | -73.0% |
| 10Y | -52.0% | +94.8% | -146.8% | -64.4% |
| All | +247.6% | +282.8% | -35.2% | +77.2% |
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