+224.7%
RBA vs TXT
+115.3%
+109.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | +2.5% | -3.5% | +6.0% | +3.6% |
| 30D | +11.6% | +15.2% | -3.6% | +6.8% |
| 3M | +1.5% | -4.5% | +6.0% | +2.7% |
| 6M | -6.6% | -6.1% | -0.5% | -5.3% |
| YTD | -6.3% | -2.0% | -4.3% | -6.6% |
| 1Y | -4.0% | +4.2% | -8.2% | -6.1% |
| 3Y | +47.3% | +14.4% | +32.9% | +38.0% |
| 5Y | +47.7% | +12.3% | +35.3% | +36.9% |
| 10Y | +224.7% | +101.8% | +122.9% | +118.4% |
| All | +224.7% | +115.3% | +109.4% | +118.4% |
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