+130.7%
FIX vs TXG
+366.6%
-235.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.4% |
| 7D | +6.1% | +9.4% | -3.3% | +4.1% |
| 30D | -2.7% | +26.1% | -28.8% | -7.6% |
| 3M | -10.9% | +124.8% | -135.8% | -25.4% |
| 6M | +29.0% | +215.2% | -186.2% | +0.3% |
| YTD | +76.9% | +302.2% | -225.3% | +29.5% |
| 1Y | +130.7% | +370.9% | -240.2% | +61.9% |
| All | +130.7% | +366.6% | -235.8% | +61.9% |
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