+3,554.7%
RBA vs TXT
+192.6%
+3,362.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | -12.3% | -10.6% | -1.7% | -10.2% |
| 3M | -20.5% | -13.2% | -7.3% | -18.3% |
| 6M | -18.5% | -20.3% | +1.8% | -14.9% |
| YTD | -18.2% | -9.3% | -9.0% | -17.0% |
| 1Y | -27.5% | -2.7% | -24.8% | -27.5% |
| 3Y | +38.1% | +1.4% | +36.7% | +35.9% |
| 5Y | +44.8% | +9.6% | +35.2% | +39.1% |
| 10Y | +187.1% | +94.9% | +92.2% | +135.2% |
| All | +3,554.7% | +192.6% | +3,362.1% | +2,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling