+65.3%
RSG vs TXT
+10.4%
+54.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +12.7% | +13.3% | -0.6% | +11.3% |
| 3M | +17.9% | -5.0% | +22.9% | +18.3% |
| 6M | +25.0% | -8.4% | +33.4% | +25.6% |
| YTD | +20.8% | -4.0% | +24.8% | +20.3% |
| 1Y | +24.3% | +2.8% | +21.5% | +22.7% |
| 3Y | +65.3% | +10.3% | +55.0% | +56.7% |
| All | +65.3% | +10.4% | +54.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling