+354.3%
RY vs TXT
+98.8%
+255.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | +6.3% | +13.4% | -7.2% | +1.3% |
| 3M | -2.6% | -2.5% | 0.0% | -2.1% |
| 6M | +13.9% | -6.2% | +20.1% | +15.6% |
| YTD | +21.7% | -1.3% | +23.0% | +20.5% |
| 1Y | +40.4% | +4.3% | +36.1% | +36.2% |
| 3Y | +161.3% | +13.2% | +148.1% | +140.5% |
| 5Y | +126.5% | +12.4% | +114.1% | +104.9% |
| 10Y | +354.3% | +94.8% | +259.6% | +191.7% |
| All | +354.3% | +98.8% | +255.5% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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