+167.8%
RTX vs TXG
+27.0%
+140.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.5% |
| 7D | -1.5% | +9.5% | -11.0% | -2.2% |
| 30D | -11.0% | +18.8% | -29.7% | -12.2% |
| 3M | +7.7% | +136.1% | -128.4% | +0.1% |
| 6M | -3.9% | +235.2% | -239.1% | -13.5% |
| YTD | +9.0% | +320.5% | -311.6% | -4.2% |
| 1Y | +27.3% | +425.2% | -397.9% | +9.2% |
| 3Y | +172.9% | +42.9% | +130.0% | +154.4% |
| 5Y | +165.2% | -62.8% | +228.0% | +177.3% |
| All | +167.8% | +27.0% | +140.8% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling