+124.2%
RNG vs TXT
+5.5%
+118.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | +8.6% | -10.4% | +19.1% | +13.9% |
| 3M | +78.0% | -14.3% | +92.3% | +89.5% |
| 6M | +67.0% | -15.1% | +82.1% | +76.7% |
| YTD | +142.4% | -8.3% | +150.7% | +144.7% |
| 1Y | +120.4% | -0.7% | +121.2% | +111.2% |
| All | +124.2% | +5.5% | +118.7% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling