+45.4%
RSP vs TXT
+7.8%
+37.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | +2.6% | +14.4% | -11.8% | -3.2% |
| 3M | -0.8% | -4.9% | +4.1% | +0.9% |
| 6M | +6.3% | -10.2% | +16.5% | +10.0% |
| YTD | +14.1% | -4.1% | +18.2% | +13.9% |
| 1Y | +18.0% | +4.0% | +14.1% | +13.5% |
| 3Y | +61.0% | +8.0% | +53.1% | +47.3% |
| All | +45.4% | +7.8% | +37.6% | +27.6% |
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