+448.7%
FIX vs TXG
+49.6%
+399.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.0% |
| 7D | -17.5% | -15.4% | -2.0% | -14.7% |
| 30D | -41.6% | -22.1% | -19.5% | -38.7% |
| 3M | -40.6% | +30.0% | -70.6% | -44.9% |
| 6M | -49.4% | +160.7% | -210.1% | -59.5% |
| YTD | +9.2% | +263.5% | -254.3% | -19.4% |
| 1Y | +6.5% | +356.0% | -349.5% | -25.5% |
| 3Y | +448.7% | +53.4% | +395.3% | +314.4% |
| All | +448.7% | +49.6% | +399.1% | +314.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling