+317.2%
RNG vs TXT
+207.4%
+109.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +0.4% | +13.3% | -12.9% | -4.3% |
| 3M | +11.4% | -5.0% | +16.4% | +12.6% |
| 6M | +95.7% | -8.4% | +104.1% | +99.0% |
| YTD | +162.9% | -4.0% | +166.9% | +161.2% |
| 1Y | +180.3% | +2.8% | +177.5% | +171.4% |
| 3Y | +188.3% | +10.3% | +178.1% | +170.9% |
| 5Y | -72.5% | +9.2% | -81.7% | -74.1% |
| 10Y | +236.7% | +89.6% | +147.1% | +169.3% |
| All | +317.2% | +207.4% | +109.7% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling