+56.8%
RGTI vs TXG
-62.8%
+119.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.7% |
| 7D | +0.5% | +9.5% | -9.0% | -3.4% |
| 30D | -17.1% | +18.8% | -35.9% | -23.5% |
| 3M | -26.0% | +136.1% | -162.1% | -50.2% |
| 6M | -9.9% | +235.2% | -245.1% | -48.8% |
| YTD | -31.1% | +320.5% | -351.6% | -64.8% |
| 1Y | -8.5% | +425.2% | -433.7% | -59.1% |
| 3Y | +652.2% | +42.9% | +609.3% | +414.6% |
| All | +56.8% | -62.8% | +119.6% | +21.8% |
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