+53.9%
RGTI vs TXT
+35.3%
+18.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +2.5% | +0.8% | +1.7% | +1.9% |
| 30D | -13.7% | -10.4% | -3.2% | -6.7% |
| 3M | -22.6% | -14.3% | -8.3% | -13.7% |
| 6M | -13.4% | -15.1% | +1.7% | -2.7% |
| YTD | -31.2% | -8.3% | -22.9% | -27.8% |
| 1Y | -7.6% | -0.7% | -6.9% | -8.8% |
| 3Y | +669.7% | +6.0% | +663.7% | +633.3% |
| 5Y | +57.0% | +12.5% | +44.5% | +42.0% |
| All | +53.9% | +35.3% | +18.6% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling