+90.0%
RSG vs TXG
-62.8%
+152.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.7% |
| 7D | 0.0% | +9.5% | -9.5% | -0.2% |
| 30D | +4.0% | +18.8% | -14.8% | +3.5% |
| 3M | +7.4% | +136.1% | -128.7% | +4.7% |
| 6M | +0.1% | +235.2% | -235.1% | -3.7% |
| YTD | +6.0% | +320.5% | -314.5% | +1.1% |
| 1Y | -3.0% | +425.2% | -428.2% | -8.5% |
| 3Y | +56.5% | +42.9% | +13.6% | +54.5% |
| All | +90.0% | -62.8% | +152.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling