-22.9%
RCL vs TXG
+392.4%
-415.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.5% | +5.0% | -7.5% | -3.2% |
| 30D | -15.7% | +13.5% | -29.2% | -17.5% |
| 3M | -3.6% | +128.0% | -131.6% | -18.4% |
| 6M | -8.7% | +224.4% | -233.1% | -26.5% |
| YTD | -6.2% | +307.0% | -313.1% | -25.6% |
| 1Y | -22.9% | +427.2% | -450.1% | -40.3% |
| All | -22.9% | +392.4% | -415.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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