+355.6%
RMD vs TXT
+89.4%
+266.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +2.1% | +13.3% | -11.3% | -2.0% |
| 3M | +6.2% | -5.0% | +11.2% | +7.6% |
| 6M | +19.4% | -8.4% | +27.8% | +21.7% |
| YTD | +0.5% | -4.0% | +4.5% | +0.4% |
| 1Y | -3.9% | +2.8% | -6.7% | -6.2% |
| 3Y | +72.5% | +10.3% | +62.3% | +62.2% |
| 5Y | -1.5% | +9.2% | -10.7% | -8.6% |
| All | +355.6% | +89.4% | +266.2% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling