+3,874.2%
RRX vs TXT
+2,070.1%
+1,804.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +3.4% | -4.8% | +8.2% | +5.4% |
| 30D | -11.1% | -10.6% | -0.5% | -7.2% |
| 3M | -23.7% | -13.2% | -10.5% | -19.4% |
| 6M | -22.0% | -20.3% | -1.6% | -14.4% |
| YTD | +16.5% | -9.3% | +25.7% | +21.4% |
| 1Y | +11.5% | -2.7% | +14.2% | +13.2% |
| 3Y | +1.5% | +1.4% | +0.1% | +2.0% |
| 5Y | +18.3% | +9.6% | +8.7% | +15.2% |
| 10Y | +209.8% | +94.9% | +114.9% | +139.6% |
| All | +3,874.2% | +2,070.1% | +1,804.1% | +1,701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling