+27.6%
TXG vs FDS
+8.8%
+18.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.2% |
| 7D | +9.1% | -8.8% | +17.9% | +13.7% |
| 30D | +14.9% | -1.4% | +16.3% | +15.2% |
| 3M | +120.0% | +13.9% | +106.1% | +100.4% |
| 6M | +221.8% | +27.4% | +194.4% | +169.3% |
| YTD | +312.6% | -2.5% | +315.0% | +300.4% |
| 1Y | +398.4% | -23.8% | +422.2% | +456.2% |
| 3Y | +42.1% | -32.5% | +74.6% | +70.9% |
| 5Y | -63.5% | -23.2% | -40.3% | -57.9% |
| All | +27.6% | +8.8% | +18.7% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling