+56.5%
RSG vs TXG
+43.8%
+12.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.8% |
| 7D | 0.0% | +9.5% | -9.5% | +0.1% |
| 30D | +4.0% | +18.8% | -14.8% | +4.0% |
| 3M | +7.4% | +136.1% | -128.7% | +7.6% |
| 6M | +0.1% | +235.2% | -235.1% | +0.2% |
| YTD | +6.0% | +320.5% | -314.5% | +6.1% |
| 1Y | -3.0% | +425.2% | -428.2% | -3.1% |
| 3Y | +56.5% | +42.9% | +13.6% | +58.1% |
| All | +56.5% | +43.8% | +12.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling