+546.0%
RKLB vs TXG
-49.6%
+595.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.4% |
| 7D | -2.0% | +9.5% | -11.5% | -5.3% |
| 30D | -22.4% | +18.8% | -41.2% | -27.6% |
| 3M | -45.2% | +136.1% | -181.3% | -60.8% |
| 6M | -12.5% | +235.2% | -247.8% | -46.3% |
| YTD | -9.8% | +320.5% | -330.3% | -49.8% |
| 1Y | +30.0% | +425.2% | -395.2% | -35.3% |
| 3Y | +942.2% | +42.9% | +899.3% | +673.8% |
| 5Y | +236.8% | -62.8% | +299.6% | +275.9% |
| All | +546.0% | -49.6% | +595.6% | +599.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling