+141.7%
RNG vs TXT
-1.0%
+142.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | +5.8% | -4.8% | +10.6% | +6.4% |
| 30D | +19.6% | -10.6% | +30.2% | +21.2% |
| 3M | +67.0% | -13.2% | +80.2% | +69.6% |
| 6M | +88.4% | -20.3% | +108.7% | +99.6% |
| YTD | +155.5% | -9.3% | +164.7% | +154.2% |
| 1Y | +141.7% | -2.7% | +144.4% | +126.0% |
| All | +141.7% | -1.0% | +142.7% | +126.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling