+75.6%
RMD vs TXG
+21.5%
+54.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.8% |
| 7D | -4.5% | +9.4% | -13.8% | -5.6% |
| 30D | +4.6% | +26.1% | -21.5% | +1.2% |
| 3M | +14.8% | +124.8% | -110.0% | +1.6% |
| 6M | -12.1% | +215.2% | -227.3% | -26.3% |
| YTD | -7.5% | +302.2% | -309.7% | -25.5% |
| 1Y | -20.1% | +370.9% | -391.0% | -37.8% |
| 3Y | +53.9% | +38.5% | +15.4% | +36.2% |
| 5Y | -22.2% | -64.4% | +42.2% | -21.9% |
| All | +75.6% | +21.5% | +54.1% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling