-69.8%
RNG vs TXT
+13.4%
-83.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -4.1% | +0.8% | -4.9% | -4.6% |
| 30D | +8.6% | -10.4% | +19.1% | +16.6% |
| 3M | +78.0% | -14.3% | +92.3% | +95.3% |
| 6M | +67.0% | -15.1% | +82.1% | +81.0% |
| YTD | +142.4% | -8.3% | +150.7% | +146.4% |
| 1Y | +120.4% | -0.7% | +121.2% | +109.5% |
| 3Y | +122.1% | +6.0% | +116.1% | +89.3% |
| 5Y | -69.8% | +12.5% | -82.4% | -77.0% |
| All | -69.8% | +13.4% | -83.2% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling