+121.0%
RSP vs TXG
+24.6%
+96.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.3% |
| 7D | -1.8% | +9.1% | -11.0% | -2.9% |
| 30D | -2.5% | +14.9% | -17.4% | -4.3% |
| 3M | +3.0% | +120.0% | -117.0% | -7.5% |
| 6M | +8.9% | +221.8% | -212.9% | -7.6% |
| YTD | +13.0% | +312.6% | -299.6% | -7.6% |
| 1Y | +16.2% | +398.4% | -382.2% | -8.3% |
| 3Y | +52.7% | +42.1% | +10.6% | +35.3% |
| 5Y | +50.5% | -63.5% | +113.9% | +47.7% |
| All | +121.0% | +24.6% | +96.4% | +67.5% |
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