-22.2%
RMD vs TXT
+12.6%
-34.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -4.5% | -0.2% | -4.2% | -4.4% |
| 30D | +4.6% | -11.1% | +15.7% | +8.7% |
| 3M | +14.8% | -13.0% | +27.8% | +19.6% |
| 6M | -12.1% | -16.2% | +4.1% | -7.4% |
| YTD | -7.5% | -8.7% | +1.2% | -6.0% |
| 1Y | -20.1% | -3.8% | -16.3% | -20.5% |
| 3Y | +53.9% | +5.5% | +48.4% | +44.3% |
| 5Y | -22.2% | +12.3% | -34.5% | -29.9% |
| All | -22.2% | +12.6% | -34.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling