-15.7%
RMD vs TXG
+372.5%
-388.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -5.0% | +1.8% | -6.8% | -5.1% |
| 30D | +2.2% | +32.0% | -29.8% | +0.3% |
| 3M | +17.8% | +87.0% | -69.2% | +11.8% |
| 6M | -11.3% | +180.1% | -191.4% | -19.4% |
| YTD | -4.4% | +284.1% | -288.5% | -14.8% |
| 1Y | -15.7% | +361.7% | -377.4% | -25.4% |
| All | -15.7% | +372.5% | -388.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling