-23.6%
RKT vs TXG
-34.3%
+10.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -3.2% |
| 7D | +6.0% | +9.4% | -3.4% | +3.1% |
| 30D | +0.7% | +26.1% | -25.4% | -6.6% |
| 3M | +11.8% | +124.8% | -113.0% | -13.7% |
| 6M | -7.6% | +215.2% | -222.9% | -36.4% |
| YTD | -28.7% | +302.2% | -330.9% | -54.7% |
| 1Y | -32.6% | +370.9% | -403.5% | -60.0% |
| 3Y | +42.1% | +38.5% | +3.6% | +15.5% |
| 5Y | -7.2% | -64.4% | +57.2% | -6.7% |
| All | -23.6% | -34.3% | +10.7% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling