+34.1%
FITB vs TXG
+406.9%
-372.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +1.3% |
| 7D | +2.3% | -19.3% | +21.6% | +3.3% |
| 30D | +7.7% | -30.9% | +38.6% | +9.4% |
| 3M | -4.5% | +41.1% | -45.6% | -7.0% |
| 6M | +12.5% | +211.9% | -199.4% | +2.3% |
| YTD | +19.8% | +314.0% | -294.2% | +6.8% |
| 1Y | +34.1% | +405.4% | -371.2% | +18.2% |
| All | +34.1% | +406.9% | -372.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling