-4.4%
RMD vs TXG
-65.2%
+60.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.1% | -1.8% | +3.9% | +2.2% |
| 30D | +2.1% | -20.4% | +22.5% | +4.6% |
| 3M | +6.2% | +0.1% | +6.2% | +4.7% |
| 6M | +19.4% | +176.2% | -156.8% | +0.7% |
| YTD | +0.5% | +256.8% | -256.2% | -19.1% |
| 1Y | -3.9% | +255.9% | -259.8% | -22.9% |
| 3Y | +72.5% | +60.2% | +12.3% | +48.1% |
| All | -4.4% | -65.2% | +60.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling