+1,127.7%
RSP vs TXT
+532.6%
+595.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -4.8% | +4.0% | +0.9% |
| 30D | -0.3% | -10.6% | +10.3% | +3.5% |
| 3M | +4.3% | -13.2% | +17.5% | +9.0% |
| 6M | +8.8% | -20.3% | +29.2% | +16.9% |
| YTD | +15.3% | -9.3% | +24.5% | +18.0% |
| 1Y | +18.3% | -2.7% | +21.0% | +18.0% |
| 3Y | +52.8% | +1.4% | +51.4% | +48.4% |
| 5Y | +51.7% | +9.6% | +42.2% | +41.9% |
| 10Y | +208.5% | +94.9% | +113.6% | +123.1% |
| All | +1,127.7% | +532.6% | +595.1% | +391.2% |
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