+69.4%
RRX vs TXT
+11.3%
+58.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.3% |
| 7D | +12.6% | -1.1% | +13.7% | +13.5% |
| 30D | +10.6% | +13.3% | -2.7% | -1.1% |
| 3M | +4.6% | -5.1% | +9.8% | +8.7% |
| 6M | -13.6% | -7.1% | -6.5% | -8.8% |
| YTD | +29.4% | -3.2% | +32.6% | +31.5% |
| 1Y | +31.9% | +2.3% | +29.6% | +27.7% |
| All | +69.4% | +11.3% | +58.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling