+244.9%
RL vs TXT
+10.3%
+234.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.3% |
| 7D | +2.4% | -1.1% | +3.4% | +3.0% |
| 30D | +4.6% | +13.3% | -8.7% | -3.2% |
| 3M | -1.1% | -5.1% | +4.0% | +1.6% |
| 6M | +16.5% | -7.1% | +23.7% | +20.6% |
| YTD | +11.4% | -3.2% | +14.6% | +11.3% |
| 1Y | +16.1% | +2.3% | +13.8% | +11.9% |
| 3Y | +252.6% | +11.1% | +241.5% | +207.1% |
| 5Y | +244.9% | +10.0% | +234.9% | +196.9% |
| All | +244.9% | +10.3% | +234.5% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling