-47.5%
FPS vs TXG
+206.0%
-253.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +9.7% | +6.3% | +11.8% |
| 7D | -8.0% | +5.5% | -13.5% | -9.0% |
| 30D | -43.5% | -19.3% | -24.2% | -39.0% |
| 3M | -41.6% | +25.0% | -66.6% | -47.8% |
| All | -47.5% | +206.0% | -253.5% | -69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling