+39.4%
RKT vs TXG
+41.0%
-1.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.3% | -3.5% |
| 7D | -1.0% | +9.1% | -10.1% | -3.4% |
| 30D | -2.4% | +14.9% | -17.3% | -6.3% |
| 3M | +1.9% | +120.0% | -118.1% | -19.3% |
| 6M | -13.9% | +221.8% | -235.7% | -39.1% |
| YTD | -30.6% | +312.6% | -343.2% | -54.3% |
| 1Y | -34.4% | +398.4% | -432.8% | -59.6% |
| All | +39.4% | +41.0% | -1.6% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling