+307.0%
RL vs TXT
+97.6%
+209.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -0.8% | -4.8% | +4.0% | +2.1% |
| 30D | -7.8% | -10.6% | +2.8% | -1.4% |
| 3M | -4.0% | -13.2% | +9.2% | +3.9% |
| 6M | -1.9% | -20.3% | +18.5% | +11.6% |
| YTD | -0.2% | -9.3% | +9.1% | +4.3% |
| 1Y | +10.7% | -2.7% | +13.4% | +10.5% |
| 3Y | +210.8% | +1.4% | +209.4% | +194.4% |
| 5Y | +238.2% | +9.6% | +228.7% | +202.6% |
| All | +307.0% | +97.6% | +209.4% | +157.1% |
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