+136.7%
RRX vs TXG
+27.0%
+109.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.0% |
| 7D | -0.3% | +9.5% | -9.8% | -2.2% |
| 30D | -6.1% | +18.8% | -24.9% | -9.6% |
| 3M | -23.1% | +136.1% | -159.2% | -36.4% |
| 6M | -19.5% | +235.2% | -254.8% | -38.7% |
| YTD | +16.1% | +320.5% | -304.5% | -16.4% |
| 1Y | +12.9% | +425.2% | -412.3% | -23.3% |
| 3Y | +7.9% | +42.9% | -35.0% | -12.5% |
| 5Y | +19.1% | -62.8% | +81.9% | +7.7% |
| All | +136.7% | +27.0% | +109.7% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling