+125.5%
RSP vs TXG
+16.0%
+109.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -0.3% | +32.0% | -32.3% | -4.0% |
| 3M | +4.3% | +87.0% | -82.7% | -4.5% |
| 6M | +8.8% | +180.1% | -171.2% | -6.0% |
| YTD | +15.3% | +284.1% | -268.9% | -4.9% |
| 1Y | +18.3% | +361.7% | -343.4% | -5.8% |
| 3Y | +52.8% | +15.9% | +36.9% | +39.1% |
| 5Y | +51.7% | -66.2% | +117.9% | +50.3% |
| All | +125.5% | +16.0% | +109.5% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling