+2,513.2%
FIX vs TXG
+9.8%
+2,503.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.1% |
| 7D | -17.5% | -15.4% | -2.0% | -15.2% |
| 30D | -41.6% | -22.1% | -19.5% | -39.2% |
| 3M | -40.6% | +30.0% | -70.6% | -44.0% |
| 6M | -49.4% | +160.7% | -210.1% | -57.7% |
| YTD | +9.2% | +263.5% | -254.3% | -14.4% |
| 1Y | +6.5% | +356.0% | -349.5% | -20.0% |
| 3Y | +448.7% | +53.4% | +395.3% | +355.1% |
| 5Y | +948.7% | -66.7% | +1,015.4% | +889.7% |
| All | +2,513.2% | +9.8% | +2,503.4% | +1,871.4% |
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 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