+53.1%
RGTI vs TXG
-64.7%
+117.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -0.1% | +5.0% | -5.1% | -2.1% |
| 30D | -16.2% | +13.5% | -29.7% | -20.8% |
| 3M | -22.0% | +128.0% | -150.1% | -45.7% |
| 6M | -10.8% | +224.4% | -235.2% | -47.1% |
| YTD | -31.6% | +307.0% | -338.5% | -63.2% |
| 1Y | -6.4% | +427.2% | -433.6% | -56.2% |
| 3Y | +665.7% | +40.2% | +625.5% | +434.2% |
| 5Y | +55.6% | -64.0% | +119.7% | +16.8% |
| All | +53.1% | -64.7% | +117.8% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling