-23.4%
RCL vs TXT
-2.3%
-21.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -17.3% | -11.1% | -6.3% | -12.8% |
| 3M | -2.8% | -13.0% | +10.2% | +2.6% |
| 6M | -4.4% | -16.2% | +11.8% | +2.6% |
| YTD | -4.2% | -8.7% | +4.5% | -3.9% |
| 1Y | -23.4% | -3.8% | -19.6% | -26.5% |
| All | -23.4% | -2.3% | -21.1% | -26.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling