+70.8%
TXG vs FDS
-22.8%
+93.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.8% |
| 7D | -8.1% | -2.1% | -6.0% | -7.8% |
| 30D | -17.5% | +16.0% | -33.5% | -20.5% |
| 3M | +6.1% | +18.8% | -12.7% | +1.2% |
| 6M | +202.7% | +54.1% | +148.6% | +161.4% |
| YTD | +280.4% | +17.0% | +263.4% | +270.9% |
| 1Y | +274.0% | +25.5% | +248.5% | +246.7% |
| All | +70.8% | -22.8% | +93.6% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling