+18.8%
TXG vs FDS
+17.7%
+1.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.8% |
| 7D | +1.8% | -1.9% | +3.7% | +2.8% |
| 30D | +32.0% | +9.0% | +23.0% | +26.7% |
| 3M | +87.0% | +18.9% | +68.2% | +67.9% |
| 6M | +180.1% | +35.1% | +144.9% | +129.0% |
| YTD | +284.1% | +5.5% | +278.6% | +260.1% |
| 1Y | +361.7% | -16.8% | +378.5% | +394.7% |
| 3Y | +15.9% | -28.1% | +44.0% | +36.0% |
| 5Y | -66.2% | -17.4% | -48.8% | -62.3% |
| All | +18.8% | +17.7% | +1.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling