+10.3%
TXG vs FDS
+29.7%
-19.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -1.8% | +1.5% | -3.3% | -2.5% |
| 30D | -20.4% | +14.8% | -35.2% | -26.1% |
| 3M | +0.1% | +16.3% | -16.2% | -8.6% |
| 6M | +176.2% | +66.2% | +109.9% | +102.4% |
| YTD | +256.8% | +16.2% | +240.5% | +213.8% |
| 1Y | +255.9% | +21.8% | +234.1% | +201.2% |
| 3Y | +60.2% | -23.9% | +84.1% | +81.2% |
| 5Y | -65.1% | -23.1% | -42.0% | -60.9% |
| All | +10.3% | +29.7% | -19.4% | -1.2% |
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