+4,089.7%
RBA vs TXT
+216.1%
+3,873.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +3.3% |
| 30D | +11.6% | +15.2% | -3.6% | +8.2% |
| 3M | +1.5% | -4.5% | +6.0% | +2.4% |
| 6M | -6.6% | -6.1% | -0.5% | -5.7% |
| YTD | -6.3% | -2.0% | -4.3% | -6.4% |
| 1Y | -4.0% | +4.2% | -8.2% | -5.4% |
| 3Y | +47.3% | +14.4% | +32.9% | +41.2% |
| 5Y | +47.7% | +12.3% | +35.3% | +40.9% |
| 10Y | +224.7% | +101.8% | +122.9% | +163.6% |
| All | +4,089.7% | +216.1% | +3,873.6% | +2,650.2% |
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 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