+576.0%
RKLB vs TXG
-51.8%
+627.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.8% |
| 7D | +5.3% | +9.4% | -4.0% | +1.9% |
| 30D | -20.5% | +26.1% | -46.6% | -27.7% |
| 3M | -42.0% | +124.8% | -166.9% | -57.9% |
| 6M | -6.0% | +215.2% | -221.3% | -41.0% |
| YTD | -5.6% | +302.2% | -307.8% | -46.6% |
| 1Y | +38.0% | +370.9% | -332.9% | -28.4% |
| 3Y | +962.4% | +38.5% | +923.9% | +697.2% |
| 5Y | +336.5% | -64.4% | +400.9% | +395.0% |
| All | +576.0% | -51.8% | +627.8% | +644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling