+14.4%
FIX vs TXG
+406.9%
-392.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.4% | -18.5% | -15.7% |
| 7D | -18.9% | -19.3% | +0.3% | -15.8% |
| 30D | -36.3% | -30.9% | -5.4% | -32.8% |
| 3M | -38.5% | +41.1% | -79.6% | -44.0% |
| 6M | -42.3% | +211.9% | -254.1% | -54.5% |
| YTD | +17.1% | +314.0% | -296.9% | -13.1% |
| 1Y | +14.4% | +405.4% | -391.0% | -17.9% |
| All | +14.4% | +406.9% | -392.5% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling