+207.9%
RRX vs TXT
+90.9%
+117.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | +12.6% | -1.1% | +13.7% | +13.3% |
| 30D | +10.6% | +13.3% | -2.7% | +1.5% |
| 3M | +4.6% | -5.1% | +9.8% | +7.4% |
| 6M | -13.6% | -7.1% | -6.5% | -10.1% |
| YTD | +29.4% | -3.2% | +32.6% | +31.5% |
| 1Y | +31.9% | +2.3% | +29.6% | +29.4% |
| 3Y | +68.3% | +11.1% | +57.2% | +57.3% |
| 5Y | +13.2% | +10.0% | +3.2% | +4.4% |
| All | +207.9% | +90.9% | +117.0% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling