+129.0%
FITB vs TXG
+41.0%
+87.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -0.4% | +9.1% | -9.5% | -1.6% |
| 30D | -5.1% | +14.9% | -20.0% | -7.1% |
| 3M | +3.5% | +120.0% | -116.4% | -8.7% |
| 6M | +17.2% | +221.8% | -204.6% | -3.5% |
| YTD | +17.6% | +312.6% | -294.9% | -7.6% |
| 1Y | +23.4% | +398.4% | -375.1% | -7.6% |
| All | +129.0% | +41.0% | +87.9% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling