+15.8%
RTX vs TXG
+254.8%
-239.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.1% |
| 7D | +4.8% | -1.8% | +6.6% | +4.8% |
| 30D | +6.5% | -20.4% | +26.9% | +6.4% |
| 3M | -9.6% | +0.1% | -9.7% | -9.7% |
| 6M | +12.3% | +176.2% | -163.8% | +8.9% |
| YTD | +9.5% | +256.8% | -247.3% | +5.5% |
| 1Y | +15.8% | +255.9% | -240.1% | +11.6% |
| All | +15.8% | +254.8% | -239.0% | +11.6% |
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