+186.0%
RSG vs TXG
+24.6%
+161.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | 0.0% | +9.1% | -9.2% | -0.4% |
| 30D | +3.7% | +14.9% | -11.2% | +3.1% |
| 3M | +6.2% | +120.0% | -113.8% | +2.6% |
| 6M | -2.8% | +221.8% | -224.6% | -7.8% |
| YTD | +5.9% | +312.6% | -306.7% | -0.9% |
| 1Y | -1.8% | +398.4% | -400.2% | -9.3% |
| 3Y | +57.5% | +42.1% | +15.4% | +53.1% |
| 5Y | +91.1% | -63.5% | +154.5% | +96.9% |
| All | +186.0% | +24.6% | +161.4% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling