+128.6%
RSP vs TXG
+7.8%
+120.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.4% | -1.8% | +4.2% | +2.5% |
| 30D | +4.3% | -20.4% | +24.7% | +6.5% |
| 3M | -0.3% | +0.1% | -0.4% | -1.8% |
| 6M | +9.8% | +176.2% | -166.4% | -5.8% |
| YTD | +16.8% | +256.8% | -239.9% | -4.0% |
| 1Y | +19.5% | +255.9% | -236.4% | -2.1% |
| 3Y | +65.1% | +60.2% | +4.9% | +42.2% |
| 5Y | +48.7% | -65.1% | +113.8% | +45.3% |
| All | +128.6% | +7.8% | +120.8% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling