+3,985.5%
FIX vs TXG
+22.9%
+3,962.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.3% |
| 7D | +0.7% | +5.0% | -4.3% | -0.2% |
| 30D | -5.7% | +13.5% | -19.2% | -7.8% |
| 3M | -7.4% | +128.0% | -135.5% | -19.9% |
| 6M | +15.1% | +224.4% | -209.4% | -6.7% |
| YTD | +70.7% | +307.0% | -236.3% | +32.7% |
| 1Y | +111.9% | +427.2% | -315.3% | +56.8% |
| 3Y | +759.5% | +40.2% | +719.4% | +625.2% |
| 5Y | +2,164.4% | -64.0% | +2,228.4% | +2,021.6% |
| All | +3,985.5% | +22.9% | +3,962.6% | +2,955.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling