+209.9%
RBA vs TXT
+98.8%
+111.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +9.0% | +13.4% | -4.4% | +4.8% |
| 3M | +7.2% | -2.5% | +9.7% | +7.7% |
| 6M | -7.8% | -6.2% | -1.6% | -6.5% |
| YTD | -6.4% | -1.3% | -5.0% | -6.9% |
| 1Y | -4.2% | +4.3% | -8.5% | -6.4% |
| 3Y | +64.1% | +13.2% | +50.8% | +54.3% |
| 5Y | +48.4% | +12.4% | +36.0% | +37.6% |
| 10Y | +209.9% | +94.8% | +115.1% | +119.3% |
| All | +209.9% | +98.8% | +111.1% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling