+54.2%
RSP vs TXG
+31.6%
+22.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.5% |
| 7D | -0.4% | +9.4% | -9.8% | -1.3% |
| 30D | -1.5% | +26.1% | -27.6% | -4.1% |
| 3M | +4.8% | +124.8% | -120.0% | -4.6% |
| 6M | +10.3% | +215.2% | -205.0% | -4.0% |
| YTD | +14.1% | +302.2% | -288.1% | -3.8% |
| 1Y | +17.0% | +370.9% | -353.9% | -4.1% |
| 3Y | +54.2% | +38.5% | +15.7% | +40.3% |
| All | +54.2% | +31.6% | +22.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling