+156.7%
FITB vs TXG
+16.0%
+140.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | -4.7% | +32.0% | -36.7% | -8.8% |
| 3M | +6.7% | +87.0% | -80.3% | -3.4% |
| 6M | +12.6% | +180.1% | -167.5% | -4.6% |
| YTD | +19.1% | +284.1% | -265.0% | -4.0% |
| 1Y | +22.6% | +361.7% | -339.0% | -5.1% |
| 3Y | +127.1% | +15.9% | +111.2% | +104.0% |
| 5Y | +71.8% | -66.2% | +138.0% | +68.4% |
| All | +156.7% | +16.0% | +140.7% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling