+319.9%
RNG vs TXT
+209.9%
+110.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | -3.4% | +13.3% | -16.7% | -7.9% |
| 3M | +20.9% | -5.1% | +26.0% | +22.3% |
| 6M | +82.2% | -7.1% | +89.3% | +84.3% |
| YTD | +164.6% | -3.2% | +167.8% | +162.2% |
| 1Y | +177.0% | +2.3% | +174.7% | +168.8% |
| 3Y | +177.4% | +11.1% | +166.3% | +160.0% |
| 5Y | -72.3% | +10.0% | -82.3% | -74.0% |
| 10Y | +238.9% | +91.1% | +147.8% | +170.4% |
| All | +319.9% | +209.9% | +110.0% | +199.9% |
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