+405.4%
TXG vs FDS
+31.1%
+374.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +3.5% |
| 7D | -19.3% | +9.4% | -28.7% | -19.1% |
| 30D | -30.9% | +23.8% | -54.7% | -31.1% |
| 3M | +41.1% | +25.1% | +15.9% | +40.6% |
| 6M | +211.9% | +53.8% | +158.1% | +203.3% |
| YTD | +314.0% | +19.6% | +294.4% | +329.1% |
| 1Y | +405.4% | +31.6% | +373.7% | +376.6% |
| All | +405.4% | +31.1% | +374.3% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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