-84.1%
RIVN vs TXT
+6.7%
-90.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.9% |
| 7D | +1.8% | +2.4% | -0.6% | -0.1% |
| 30D | +0.6% | -8.9% | +9.5% | +8.0% |
| 3M | +3.2% | -13.6% | +16.7% | +15.1% |
| 6M | -3.7% | -13.1% | +9.4% | +6.7% |
| YTD | -18.7% | -7.0% | -11.6% | -16.8% |
| 1Y | +14.7% | -1.4% | +16.2% | +11.1% |
| 3Y | -31.5% | +6.9% | -38.5% | -41.7% |
| All | -84.1% | +6.7% | -90.8% | -86.3% |
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