+357.3%
RL vs TXT
+112.2%
+245.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.2% |
| 7D | -4.2% | -2.5% | -1.6% | -2.7% |
| 30D | +4.3% | +14.4% | -10.1% | -4.2% |
| 3M | -4.6% | -4.9% | +0.3% | -2.3% |
| 6M | +1.7% | -10.2% | +11.9% | +7.3% |
| YTD | +7.3% | -4.1% | +11.4% | +7.9% |
| 1Y | +20.8% | +4.0% | +16.8% | +15.5% |
| 3Y | +247.0% | +8.0% | +239.0% | +215.0% |
| 5Y | +225.5% | +8.4% | +217.0% | +191.1% |
| All | +357.3% | +112.2% | +245.1% | +163.8% |
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 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