+420.8%
RSG vs TXT
+107.7%
+313.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.6% |
| 30D | +4.0% | -8.9% | +12.8% | +6.2% |
| 3M | +7.4% | -13.6% | +21.0% | +10.8% |
| 6M | +0.1% | -13.1% | +13.2% | +2.9% |
| YTD | +6.0% | -7.0% | +13.1% | +6.8% |
| 1Y | -3.0% | -1.4% | -1.6% | -3.8% |
| 3Y | +56.5% | +6.9% | +49.6% | +49.0% |
| 5Y | +90.9% | +15.4% | +75.5% | +74.8% |
| All | +420.8% | +107.7% | +313.1% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling