+2,799.7%
FIX vs TXG
+9.4%
+2,790.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.0% |
| 7D | +17.0% | +1.8% | +15.2% | +16.7% |
| 30D | -30.6% | -17.7% | -12.9% | -28.3% |
| 3M | -35.0% | +2.3% | -37.4% | -36.0% |
| 6M | -44.0% | +182.5% | -226.5% | -53.7% |
| YTD | +21.1% | +262.4% | -241.2% | -4.9% |
| 1Y | +16.3% | +254.1% | -237.8% | -8.6% |
| 3Y | +507.4% | +66.6% | +440.8% | +398.4% |
| 5Y | +1,052.1% | -64.5% | +1,116.6% | +980.4% |
| All | +2,799.7% | +9.4% | +2,790.2% | +2,089.5% |
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