+1,395.2%
RL vs TXT
+250.1%
+1,145.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.8% | -4.8% | +4.0% | +1.3% |
| 30D | -7.8% | -10.6% | +2.8% | -3.3% |
| 3M | -4.0% | -13.2% | +9.2% | +1.6% |
| 6M | -1.9% | -20.3% | +18.5% | +7.6% |
| YTD | -0.2% | -9.3% | +9.1% | +3.2% |
| 1Y | +10.7% | -2.7% | +13.4% | +11.0% |
| 3Y | +210.8% | +1.4% | +209.4% | +202.7% |
| 5Y | +238.2% | +9.6% | +228.7% | +219.5% |
| 10Y | +313.4% | +94.9% | +218.5% | +199.9% |
| All | +1,395.2% | +250.1% | +1,145.1% | +466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling