+16.3%
FIX vs TXG
+256.0%
-239.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -1.7% |
| 7D | +17.0% | +1.8% | +15.2% | +16.6% |
| 30D | -30.6% | -17.7% | -12.9% | -27.6% |
| 3M | -35.0% | +2.3% | -37.4% | -36.6% |
| 6M | -44.0% | +182.5% | -226.5% | -55.7% |
| YTD | +21.1% | +262.4% | -241.2% | -11.2% |
| 1Y | +16.3% | +254.1% | -237.8% | -14.7% |
| All | +16.3% | +256.0% | -239.8% | -14.7% |
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