+54.2%
RGTI vs TXT
+37.2%
+17.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.9% |
| 7D | +0.5% | +2.5% | -2.0% | -1.3% |
| 30D | -17.1% | -8.9% | -8.2% | -11.6% |
| 3M | -26.0% | -13.6% | -12.4% | -18.1% |
| 6M | -9.9% | -13.1% | +3.2% | -0.4% |
| YTD | -31.1% | -7.0% | -24.0% | -28.4% |
| 1Y | -8.5% | -1.4% | -7.1% | -9.1% |
| 3Y | +652.2% | +7.0% | +645.3% | +611.2% |
| 5Y | +56.8% | +15.4% | +41.4% | +40.3% |
| All | +54.2% | +37.2% | +17.0% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling