+25.8%
TXG vs FDS
+2.5%
+23.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.5% | +1.4% |
| 7D | +5.0% | -16.0% | +21.0% | +13.6% |
| 30D | +13.5% | -6.7% | +20.2% | +16.7% |
| 3M | +128.0% | +6.0% | +122.1% | +115.0% |
| 6M | +224.4% | +25.1% | +199.3% | +172.3% |
| YTD | +307.0% | -8.1% | +315.1% | +305.9% |
| 1Y | +427.2% | -26.0% | +453.3% | +491.8% |
| 3Y | +40.2% | -36.4% | +76.6% | +73.3% |
| 5Y | -64.0% | -27.7% | -36.3% | -57.4% |
| All | +25.8% | +2.5% | +23.3% | +27.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling