+64.5%
RBA vs TXT
+10.4%
+54.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +8.3% | +13.3% | -5.0% | +4.0% |
| 3M | +10.5% | -5.0% | +15.5% | +12.0% |
| 6M | -5.9% | -8.4% | +2.5% | -3.8% |
| YTD | -6.9% | -4.0% | -2.9% | -7.1% |
| 1Y | -4.9% | +2.8% | -7.7% | -7.4% |
| 3Y | +64.5% | +10.3% | +54.2% | +55.2% |
| All | +64.5% | +10.4% | +54.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling