+0.8%
RDW vs TXG
-60.2%
+60.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | -0.4% | +11.9% | -12.3% | -4.4% |
| 30D | -22.8% | +25.0% | -47.7% | -29.1% |
| 3M | -30.6% | +143.1% | -173.7% | -50.7% |
| 6M | +9.4% | +273.1% | -263.7% | -34.2% |
| YTD | +38.0% | +329.9% | -291.8% | -21.2% |
| 1Y | +20.7% | +454.7% | -434.0% | -38.2% |
| 3Y | +154.6% | +41.7% | +112.9% | +82.6% |
| 5Y | -1.7% | -55.0% | +53.3% | -18.4% |
| All | +0.8% | -60.2% | +60.9% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling