+42.1%
RKT vs TXT
+5.7%
+36.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +0.7% | -11.1% | +11.7% | +6.7% |
| 3M | +11.8% | -13.0% | +24.8% | +19.5% |
| 6M | -7.6% | -16.2% | +8.6% | +0.5% |
| YTD | -28.7% | -8.7% | -20.0% | -26.3% |
| 1Y | -32.6% | -3.8% | -28.8% | -32.5% |
| 3Y | +42.1% | +5.5% | +36.6% | +33.8% |
| All | +42.1% | +5.7% | +36.4% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling