-25.9%
FPS vs TXG
+236.9%
-262.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -3.8% |
| 7D | -20.9% | -3.7% | -17.2% | -19.3% |
| 30D | -46.3% | -22.0% | -24.3% | -42.0% |
| 3M | -42.9% | +7.4% | -50.3% | -44.1% |
| 6M | -46.8% | +191.2% | -238.0% | -59.3% |
| All | -25.9% | +236.9% | -262.8% | -46.7% |
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