-64.4%
TXG vs FDS
-20.4%
-44.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +6.9% |
| 7D | +9.4% | -5.4% | +14.8% | +12.3% |
| 30D | +26.1% | +1.6% | +24.5% | +24.6% |
| 3M | +124.8% | +17.7% | +107.1% | +99.6% |
| 6M | +215.2% | +29.1% | +186.2% | +156.3% |
| YTD | +302.2% | +1.0% | +301.2% | +290.1% |
| 1Y | +370.9% | -21.6% | +392.6% | +459.5% |
| 3Y | +38.5% | -30.1% | +68.6% | +77.2% |
| 5Y | -64.4% | -20.7% | -43.6% | -54.4% |
| All | -64.4% | -20.4% | -44.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling