+48.4%
RSP vs TXT
+8.5%
+39.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | +4.3% | +13.3% | -9.1% | -1.3% |
| 3M | -0.3% | -5.0% | +4.6% | +1.3% |
| 6M | +9.8% | -8.4% | +18.2% | +12.7% |
| YTD | +16.8% | -4.0% | +20.8% | +16.5% |
| 1Y | +19.5% | +2.8% | +16.7% | +15.5% |
| 3Y | +65.1% | +10.3% | +54.9% | +49.5% |
| All | +48.4% | +8.5% | +39.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling