-26.6%
RKT vs TXG
+372.5%
-399.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | +1.8% | +0.3% | +1.6% |
| 30D | +1.4% | +32.0% | -30.6% | -7.4% |
| 3M | +6.3% | +87.0% | -80.7% | -14.2% |
| 6M | -15.5% | +180.1% | -195.5% | -39.5% |
| YTD | -27.4% | +284.1% | -311.5% | -52.2% |
| 1Y | -26.6% | +361.7% | -388.3% | -54.8% |
| All | -26.6% | +372.5% | -399.1% | -54.8% |
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