+2,185.6%
FIX vs TXG
-65.4%
+2,251.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.5% |
| 7D | +6.1% | +9.4% | -3.3% | +4.3% |
| 30D | -2.7% | +26.1% | -28.8% | -7.1% |
| 3M | -10.9% | +124.8% | -135.8% | -23.9% |
| 6M | +29.0% | +215.2% | -186.2% | +2.7% |
| YTD | +76.9% | +302.2% | -225.3% | +34.0% |
| 1Y | +130.7% | +370.9% | -240.2% | +68.2% |
| 3Y | +790.7% | +38.5% | +752.2% | +639.4% |
| 5Y | +2,185.6% | -64.4% | +2,249.9% | +2,084.5% |
| All | +2,185.6% | -65.4% | +2,251.0% | +2,084.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling