-9.7%
RKT vs TXG
-64.0%
+54.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -7.2% | +5.0% | -12.2% | -8.7% |
| 30D | -7.9% | +13.5% | -21.4% | -11.7% |
| 3M | +5.2% | +128.0% | -122.8% | -20.1% |
| 6M | -14.9% | +224.4% | -239.3% | -42.9% |
| YTD | -31.9% | +307.0% | -338.9% | -57.7% |
| 1Y | -36.9% | +427.2% | -464.1% | -64.6% |
| 3Y | +35.7% | +40.2% | -4.4% | +10.9% |
| 5Y | -9.7% | -64.0% | +54.4% | -14.2% |
| All | -9.7% | -64.0% | +54.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling