-42.9%
FPS vs TXG
+191.9%
-234.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -1.4% | +15.7% | +15.0% |
| 7D | +9.5% | -8.1% | +17.6% | +14.1% |
| 30D | -33.8% | -17.5% | -16.3% | -28.1% |
| 3M | -34.9% | +6.1% | -41.0% | -37.5% |
| 6M | -42.9% | +202.7% | -245.6% | -66.1% |
| All | -42.9% | +191.9% | -234.8% | -66.1% |
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