-10.4%
RKT vs TXG
+406.9%
-417.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.3% | +8.0% |
| 7D | +29.7% | -19.3% | +49.0% | +35.1% |
| 30D | +28.5% | -30.9% | +59.4% | +38.6% |
| 3M | +6.4% | +41.1% | -34.7% | -10.2% |
| 6M | +7.1% | +211.9% | -204.7% | -31.6% |
| YTD | -22.5% | +314.0% | -336.4% | -54.6% |
| 1Y | -10.4% | +405.4% | -415.8% | -50.3% |
| All | -10.4% | +406.9% | -417.3% | -50.3% |
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 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