+358.7%
RY vs TXT
+112.2%
+246.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | +5.9% | +14.4% | -8.5% | +0.6% |
| 3M | -4.3% | -4.9% | +0.7% | -2.9% |
| 6M | +12.1% | -10.2% | +22.3% | +15.5% |
| YTD | +20.3% | -4.1% | +24.4% | +20.3% |
| 1Y | +41.0% | +4.0% | +37.0% | +36.9% |
| 3Y | +157.5% | +8.0% | +149.6% | +141.2% |
| 5Y | +123.2% | +8.4% | +114.8% | +104.5% |
| All | +358.7% | +112.2% | +246.6% | +195.9% |
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