+1,142.0%
RSP vs TXT
+574.7%
+567.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | +3.5% | +13.3% | -9.8% | -1.1% |
| 3M | +0.2% | -5.1% | +5.3% | +1.6% |
| 6M | +9.1% | -7.1% | +16.2% | +11.0% |
| YTD | +16.6% | -3.2% | +19.8% | +16.3% |
| 1Y | +17.9% | +2.3% | +15.6% | +15.4% |
| 3Y | +64.6% | +11.1% | +53.5% | +54.5% |
| 5Y | +48.4% | +10.0% | +38.4% | +38.2% |
| 10Y | +212.9% | +91.1% | +121.9% | +126.8% |
| All | +1,142.0% | +574.7% | +567.3% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling