+231.5%
RKLB vs TXG
-64.0%
+295.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -2.9% | +5.0% | -7.9% | -4.7% |
| 30D | -22.6% | +13.5% | -36.1% | -26.6% |
| 3M | -41.0% | +128.0% | -169.1% | -57.7% |
| 6M | -10.1% | +224.4% | -234.5% | -45.1% |
| YTD | -11.2% | +307.0% | -318.2% | -51.0% |
| 1Y | +34.2% | +427.2% | -393.0% | -35.0% |
| 3Y | +899.4% | +40.2% | +859.2% | +647.9% |
| 5Y | +231.5% | -64.0% | +295.5% | +368.3% |
| All | +231.5% | -64.0% | +295.6% | +368.3% |
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