-28.7%
RBA vs TXT
-2.3%
-26.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -13.2% | -11.1% | -2.2% | -11.1% |
| 3M | -21.4% | -13.0% | -8.4% | -19.2% |
| 6M | -20.9% | -16.2% | -4.7% | -18.3% |
| YTD | -19.9% | -8.7% | -11.1% | -19.7% |
| 1Y | -28.7% | -3.8% | -24.9% | -29.7% |
| All | -28.7% | -2.3% | -26.4% | -29.7% |
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 · 6 months rolling