+185.3%
RNG vs TXT
+9.2%
+176.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.3% |
| 7D | -9.6% | +10.6% | -20.2% | -9.2% |
| 30D | -1.4% | +14.4% | -15.8% | -1.1% |
| 3M | +28.8% | -2.7% | +31.5% | +29.4% |
| 6M | +65.6% | -4.7% | +70.3% | +66.4% |
| YTD | +171.4% | -0.5% | +171.9% | +176.8% |
| 1Y | +185.3% | +8.7% | +176.6% | +176.2% |
| All | +185.3% | +9.2% | +176.1% | +176.2% |
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 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