+4,035.7%
FIX vs TXG
+16.0%
+4,019.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | +1.8% | +4.2% | +5.7% |
| 30D | -7.2% | +32.0% | -39.2% | -11.9% |
| 3M | -15.9% | +87.0% | -102.9% | -24.8% |
| 6M | +12.7% | +180.1% | -167.3% | -6.4% |
| YTD | +72.8% | +284.1% | -211.3% | +35.6% |
| 1Y | +122.9% | +361.7% | -238.8% | +68.3% |
| 3Y | +774.3% | +15.9% | +758.4% | +658.2% |
| 5Y | +2,049.5% | -66.2% | +2,115.7% | +1,934.2% |
| All | +4,035.7% | +16.0% | +4,019.7% | +3,023.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling