-84.1%
RIVN vs TXG
-59.1%
-25.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -1.6% |
| 7D | +1.8% | +9.5% | -7.6% | -2.4% |
| 30D | +0.6% | +18.8% | -18.1% | -7.2% |
| 3M | +3.2% | +136.1% | -133.0% | -31.3% |
| 6M | -3.7% | +235.2% | -239.0% | -46.6% |
| YTD | -18.7% | +320.5% | -339.2% | -60.2% |
| 1Y | +14.7% | +425.2% | -410.4% | -51.7% |
| 3Y | -31.5% | +42.9% | -74.4% | -47.7% |
| All | -84.1% | -59.1% | -25.0% | -78.5% |
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