+73.4%
RMD vs TXG
+27.0%
+46.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.0% |
| 7D | -4.4% | +9.5% | -13.9% | -5.6% |
| 30D | -3.1% | +18.8% | -21.9% | -5.5% |
| 3M | +13.8% | +136.1% | -122.3% | +0.1% |
| 6M | -8.6% | +235.2% | -243.8% | -24.1% |
| YTD | -8.6% | +320.5% | -329.2% | -26.9% |
| 1Y | -19.7% | +425.2% | -444.9% | -38.5% |
| 3Y | +48.4% | +42.9% | +5.5% | +30.8% |
| 5Y | -22.7% | -62.8% | +40.1% | -22.8% |
| All | +73.4% | +27.0% | +46.3% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling