+156.0%
FITB vs TXG
+27.0%
+129.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -0.3% | +9.5% | -9.8% | -1.5% |
| 30D | -5.7% | +18.8% | -24.4% | -8.1% |
| 3M | +3.2% | +136.1% | -132.9% | -9.6% |
| 6M | +23.4% | +235.2% | -211.8% | +2.0% |
| YTD | +18.8% | +320.5% | -301.7% | -5.5% |
| 1Y | +25.0% | +425.2% | -400.2% | -5.0% |
| 3Y | +131.2% | +42.9% | +88.3% | +101.9% |
| 5Y | +70.7% | -62.8% | +133.5% | +65.1% |
| All | +156.0% | +27.0% | +129.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling