+47.5%
FITB vs TXG
-65.2%
+112.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.3% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | +9.8% | -20.4% | +30.2% | +12.4% |
| 3M | -5.2% | +0.1% | -5.2% | -6.8% |
| 6M | +17.3% | +176.2% | -158.8% | -2.1% |
| YTD | +19.3% | +256.8% | -237.5% | -5.3% |
| 1Y | +32.7% | +255.9% | -223.2% | +4.9% |
| 3Y | +141.6% | +60.2% | +81.4% | +104.5% |
| All | +47.5% | -65.2% | +112.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling