+132.8%
RRX vs TXG
+24.6%
+108.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | -0.7% | +9.1% | -9.9% | -2.5% |
| 30D | -8.0% | +14.9% | -22.9% | -10.8% |
| 3M | -25.1% | +120.0% | -145.0% | -37.2% |
| 6M | -18.3% | +221.8% | -240.1% | -37.2% |
| YTD | +14.2% | +312.6% | -298.4% | -17.4% |
| 1Y | +13.0% | +398.4% | -385.4% | -22.5% |
| 3Y | +4.2% | +42.1% | -37.9% | -15.5% |
| 5Y | +17.9% | -63.5% | +81.3% | +7.0% |
| All | +132.8% | +24.6% | +108.2% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling