-22.3%
RMD vs TXG
-64.0%
+41.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -4.2% | +5.0% | -9.2% | -4.8% |
| 30D | -2.1% | +13.5% | -15.6% | -3.8% |
| 3M | +13.8% | +128.0% | -114.3% | +0.7% |
| 6M | -10.6% | +224.4% | -235.1% | -25.3% |
| YTD | -8.1% | +307.0% | -315.1% | -26.0% |
| 1Y | -18.0% | +427.2% | -445.2% | -37.2% |
| 3Y | +52.9% | +40.2% | +12.7% | +36.2% |
| 5Y | -22.3% | -64.0% | +41.8% | -26.3% |
| All | -22.3% | -64.0% | +41.8% | -26.3% |
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