+130.1%
RSP vs TXG
+14.9%
+115.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.3% | -8.1% | +7.8% | +0.6% |
| 30D | +4.4% | -17.5% | +21.9% | +6.2% |
| 3M | +1.3% | +6.1% | -4.8% | -0.9% |
| 6M | +10.0% | +202.7% | -192.7% | -6.7% |
| YTD | +17.6% | +280.4% | -262.8% | -4.1% |
| 1Y | +19.2% | +274.0% | -254.8% | -2.8% |
| 3Y | +66.0% | +74.9% | -8.8% | +41.4% |
| 5Y | +50.4% | -63.0% | +113.5% | +46.0% |
| All | +130.1% | +14.9% | +115.2% | +74.0% |
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