-24.1%
RKT vs TXT
+133.2%
-157.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -4.1% |
| 7D | -7.5% | -1.1% | -6.4% | -7.0% |
| 30D | +26.6% | +13.3% | +13.3% | +18.4% |
| 3M | -2.4% | -5.1% | +2.7% | -0.4% |
| 6M | -7.4% | -7.1% | -0.2% | -4.7% |
| YTD | -29.2% | -3.2% | -26.0% | -29.2% |
| 1Y | -23.5% | +2.3% | -25.8% | -25.7% |
| 3Y | +73.9% | +11.1% | +62.8% | +60.5% |
| 5Y | -6.6% | +10.0% | -16.6% | -16.6% |
| All | -24.1% | +133.2% | -157.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling