-84.4%
RIVN vs TXT
+4.2%
-88.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -2.1% | -4.8% | +2.7% | +1.8% |
| 30D | +1.2% | -10.6% | +11.8% | +10.3% |
| 3M | -13.1% | -13.2% | 0.0% | -3.4% |
| 6M | +5.5% | -20.3% | +25.8% | +25.3% |
| YTD | -20.1% | -9.3% | -10.9% | -16.6% |
| 1Y | +14.9% | -2.7% | +17.6% | +12.2% |
| 3Y | -32.5% | +1.4% | -33.9% | -39.5% |
| All | -84.4% | +4.2% | -88.5% | -86.2% |
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