+13.8%
FIX vs TXG
+300.4%
-286.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.1% |
| 7D | -13.9% | -3.7% | -10.3% | -13.2% |
| 30D | -35.5% | -22.0% | -13.5% | -32.4% |
| 3M | -33.9% | +7.4% | -41.3% | -36.2% |
| 6M | -43.3% | +191.2% | -234.5% | -55.7% |
| YTD | +18.7% | +285.7% | -267.0% | -14.7% |
| 1Y | +13.8% | +268.3% | -254.5% | -17.9% |
| All | +13.8% | +300.4% | -286.6% | -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