+14.7%
RTX vs TXG
+406.9%
-392.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.1% | -2.6% |
| 7D | +1.3% | -19.3% | +20.6% | +1.3% |
| 30D | +7.6% | -30.9% | +38.6% | +7.7% |
| 3M | -8.6% | +41.1% | -49.7% | -9.3% |
| 6M | +15.6% | +211.9% | -196.2% | +11.3% |
| YTD | +9.4% | +314.0% | -304.6% | +4.1% |
| 1Y | +14.7% | +405.4% | -390.7% | +6.9% |
| All | +14.7% | +406.9% | -392.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling