-6.1%
RDW vs TXG
-62.8%
+56.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.6% |
| 7D | +0.9% | +9.5% | -8.6% | -2.7% |
| 30D | -21.3% | +18.8% | -40.0% | -27.0% |
| 3M | -37.9% | +136.1% | -174.0% | -56.7% |
| 6M | +12.3% | +235.2% | -223.0% | -33.1% |
| YTD | +39.7% | +320.5% | -280.8% | -24.0% |
| 1Y | +25.7% | +425.2% | -399.5% | -38.7% |
| 3Y | +230.8% | +42.9% | +187.9% | +132.6% |
| All | -6.1% | -62.8% | +56.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling