+168.7%
RTX vs TXG
+9.4%
+159.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.1% |
| 7D | +3.4% | +1.8% | +1.6% | +3.2% |
| 30D | +8.4% | -17.7% | +26.1% | +9.4% |
| 3M | -10.7% | +2.3% | -13.0% | -11.7% |
| 6M | +11.7% | +182.5% | -170.8% | +1.3% |
| YTD | +9.3% | +262.4% | -253.0% | -3.5% |
| 1Y | +13.3% | +254.1% | -240.8% | 0.0% |
| 3Y | +156.1% | +66.6% | +89.6% | +132.6% |
| 5Y | +148.5% | -64.5% | +213.1% | +157.8% |
| All | +168.7% | +9.4% | +159.3% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling