+30.0%
RKLB vs TXG
+453.6%
-423.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.8% |
| 7D | -2.0% | +9.5% | -11.5% | -4.3% |
| 30D | -22.4% | +18.8% | -41.2% | -26.0% |
| 3M | -45.2% | +136.1% | -181.3% | -56.2% |
| 6M | -12.5% | +235.2% | -247.8% | -38.0% |
| YTD | -9.8% | +320.5% | -330.3% | -40.5% |
| 1Y | +30.0% | +425.2% | -395.2% | -20.0% |
| All | +30.0% | +453.6% | -423.6% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling