+189.6%
RBA vs TXT
+98.4%
+91.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -13.2% | -11.1% | -2.2% | -10.2% |
| 3M | -21.4% | -13.0% | -8.4% | -18.2% |
| 6M | -20.9% | -16.2% | -4.7% | -17.0% |
| YTD | -19.9% | -8.7% | -11.1% | -18.3% |
| 1Y | -28.7% | -3.8% | -24.9% | -28.6% |
| 3Y | +27.4% | +5.5% | +21.9% | +22.4% |
| 5Y | +41.7% | +12.3% | +29.4% | +31.7% |
| 10Y | +189.6% | +97.4% | +92.2% | +105.5% |
| All | +189.6% | +98.4% | +91.2% | +105.5% |
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 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