+55.6%
RGTI vs TXT
+11.6%
+44.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.1% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -16.2% | -10.2% | -6.0% | -9.1% |
| 3M | -22.0% | -13.3% | -8.8% | -13.3% |
| 6M | -10.8% | -14.4% | +3.6% | +0.4% |
| YTD | -31.6% | -9.1% | -22.5% | -27.5% |
| 1Y | -6.4% | -2.2% | -4.2% | -6.8% |
| 3Y | +665.7% | +5.1% | +660.6% | +625.7% |
| All | +55.6% | +11.6% | +44.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling