+66.7%
FITB vs TXG
-62.8%
+129.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 6M | +23.4% | +235.2% | -211.8% | +1.4% |
| YTD | +18.8% | +320.5% | -301.7% | -6.2% |
| 1Y | +25.0% | +425.2% | -400.2% | -5.9% |
| 3Y | +131.2% | +42.9% | +88.3% | +101.9% |
| All | +66.7% | -62.8% | +129.5% | +51.2% |
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 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