+275.4%
RMD vs TXT
+100.3%
+175.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | +0.8% | -5.6% | -5.0% |
| 30D | +0.2% | -10.4% | +10.7% | +3.7% |
| 3M | +12.0% | -14.3% | +26.3% | +17.0% |
| 6M | -12.5% | -15.1% | +2.6% | -8.6% |
| YTD | -7.9% | -8.3% | +0.4% | -6.4% |
| 1Y | -20.4% | -0.7% | -19.7% | -21.3% |
| 3Y | +53.1% | +6.0% | +47.1% | +46.1% |
| 5Y | -22.1% | +12.5% | -34.6% | -28.2% |
| 10Y | +275.4% | +103.2% | +172.2% | +169.2% |
| All | +275.4% | +100.3% | +175.1% | +169.2% |
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