+172.7%
RTX vs TXG
+41.0%
+131.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -1.6% | +9.1% | -10.8% | -1.9% |
| 30D | -11.6% | +14.9% | -26.5% | -12.0% |
| 3M | +9.2% | +120.0% | -110.8% | +5.5% |
| 6M | -4.4% | +221.8% | -226.2% | -9.3% |
| YTD | +8.9% | +312.6% | -303.7% | +1.9% |
| 1Y | +32.1% | +398.4% | -366.3% | +22.1% |
| All | +172.7% | +41.0% | +131.7% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling