+3,991.3%
RBA vs TXT
+209.2%
+3,782.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | +4.3% | -2.5% | +6.8% | +4.8% |
| 30D | +16.3% | +14.4% | +1.9% | +13.0% |
| 3M | +1.3% | -4.9% | +6.2% | +2.3% |
| 6M | -11.1% | -10.2% | -0.8% | -9.3% |
| YTD | -8.5% | -4.1% | -4.4% | -8.2% |
| 1Y | -2.1% | +4.0% | -6.1% | -3.5% |
| 3Y | +44.6% | +8.0% | +36.6% | +40.3% |
| 5Y | +36.8% | +8.4% | +28.4% | +31.6% |
| 10Y | +227.3% | +116.6% | +110.7% | +162.5% |
| All | +3,991.3% | +209.2% | +3,782.1% | +2,598.0% |
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