+376.5%
FIS vs TXT
+252.2%
+124.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.6% |
| 30D | -2.2% | -10.6% | +8.4% | +1.1% |
| 3M | +2.1% | -13.2% | +15.3% | +6.1% |
| 6M | -14.7% | -20.3% | +5.7% | -9.4% |
| YTD | -35.7% | -9.3% | -26.4% | -34.6% |
| 1Y | -37.1% | -2.7% | -34.4% | -37.4% |
| 3Y | -20.0% | +1.4% | -21.4% | -22.3% |
| 5Y | -62.1% | +9.6% | -71.7% | -64.3% |
| 10Y | -37.4% | +94.9% | -132.3% | -53.5% |
| All | +376.5% | +252.2% | +124.4% | +149.7% |
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 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