+547.3%
RKLB vs TXN
+93.3%
+454.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -5.0% |
| 7D | 0.0% | +2.7% | -2.7% | -1.9% |
| 30D | -21.2% | -6.7% | -14.5% | -17.2% |
| 3M | -41.7% | -8.9% | -32.8% | -38.4% |
| 6M | -11.8% | +34.7% | -46.5% | -30.2% |
| YTD | -9.6% | +53.3% | -62.9% | -36.2% |
| 1Y | +34.1% | +45.0% | -10.9% | -1.4% |
| 3Y | +917.3% | +73.1% | +844.2% | +496.1% |
| 5Y | +204.4% | +59.9% | +144.5% | +88.0% |
| All | +547.3% | +93.3% | +454.0% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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