-69.7%
RAM vs TXT
+0.2%
-69.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.1% | -9.7% |
| 7D | -31.3% | +10.6% | -41.9% | -35.1% |
| 30D | -49.4% | +14.4% | -63.8% | -54.3% |
| 3M | -41.4% | -2.7% | -38.6% | -30.6% |
| All | -69.7% | +0.2% | -69.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · Available span rolling