-22.6%
FPS vs TXG
+261.6%
-284.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.4% | -20.7% | -18.3% |
| 7D | -23.3% | -19.3% | -4.1% | -18.9% |
| 30D | -42.4% | -30.9% | -11.5% | -37.8% |
| 3M | -43.0% | +41.1% | -84.1% | -49.2% |
| 6M | -44.5% | +211.9% | -256.4% | -58.8% |
| All | -22.6% | +261.6% | -284.3% | -46.0% |
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