+29.3%
RRX vs TXG
+406.9%
-377.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.1% | -4.2% |
| 7D | +7.6% | -19.3% | +26.9% | +10.9% |
| 30D | +7.5% | -30.9% | +38.4% | +12.5% |
| 3M | -21.0% | +41.1% | -62.1% | -27.3% |
| 6M | -18.1% | +211.9% | -230.0% | -34.9% |
| YTD | +24.3% | +314.0% | -289.7% | -5.7% |
| 1Y | +29.3% | +405.4% | -376.1% | -5.5% |
| All | +29.3% | +406.9% | -377.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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