+157.1%
FITB vs TXG
+7.8%
+149.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -5.2% | +0.1% | -5.2% | -6.7% |
| 6M | +17.3% | +176.2% | -158.8% | -1.3% |
| YTD | +19.3% | +256.8% | -237.5% | -4.3% |
| 1Y | +32.7% | +255.9% | -223.2% | +6.1% |
| 3Y | +141.6% | +60.2% | +81.4% | +105.0% |
| 5Y | +48.9% | -65.1% | +113.9% | +43.8% |
| All | +157.1% | +7.8% | +149.4% | +78.6% |
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