+49.5%
RMD vs TXG
+41.0%
+8.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -4.7% | +9.1% | -13.9% | -5.6% |
| 30D | +0.2% | +14.9% | -14.6% | -1.4% |
| 3M | +12.0% | +120.0% | -108.0% | +1.8% |
| 6M | -12.5% | +221.8% | -234.3% | -24.5% |
| YTD | -7.9% | +312.6% | -320.5% | -23.2% |
| 1Y | -20.4% | +398.4% | -418.8% | -35.7% |
| All | +49.5% | +41.0% | +8.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling