+2,287.1%
RSG vs TXT
+213.9%
+2,073.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +15.0% | +13.3% | +1.8% | +11.4% |
| 3M | +18.5% | -5.1% | +23.6% | +19.6% |
| 6M | +25.8% | -7.1% | +32.9% | +27.2% |
| YTD | +20.8% | -3.2% | +24.0% | +20.3% |
| 1Y | +24.8% | +2.3% | +22.5% | +22.6% |
| 3Y | +65.9% | +11.1% | +54.8% | +57.0% |
| 5Y | +99.1% | +10.0% | +89.0% | +85.8% |
| 10Y | +452.4% | +91.1% | +361.3% | +320.3% |
| All | +2,287.1% | +213.9% | +2,073.2% | +1,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling