+1,115.8%
RSP vs TXT
+568.5%
+547.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | +2.6% | +14.4% | -11.8% | -2.3% |
| 3M | -0.8% | -4.9% | +4.1% | +0.5% |
| 6M | +6.3% | -10.2% | +16.5% | +9.4% |
| YTD | +14.1% | -4.1% | +18.2% | +14.3% |
| 1Y | +18.0% | +4.0% | +14.1% | +14.8% |
| 3Y | +61.0% | +8.0% | +53.1% | +52.6% |
| 5Y | +45.6% | +8.4% | +37.2% | +36.2% |
| 10Y | +220.2% | +116.6% | +103.6% | +123.0% |
| All | +1,115.8% | +568.5% | +547.2% | +375.6% |
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 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