+11.4%
FPS vs TXG
+251.4%
-240.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.9% |
| 7D | +10.4% | +9.4% | +1.0% | +8.0% |
| 30D | -16.5% | +26.1% | -42.6% | -21.7% |
| 3M | -45.5% | +124.8% | -170.3% | -56.3% |
| 6M | +2.1% | +215.2% | -213.1% | -22.4% |
| All | +11.4% | +251.4% | -240.0% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling