+159.9%
RY vs TXT
+15.4%
+144.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +6.1% | +17.1% | -10.9% | +1.9% |
| 3M | -3.4% | -2.6% | -0.7% | -2.9% |
| 6M | +12.8% | -4.6% | +17.3% | +13.5% |
| YTD | +21.0% | -0.3% | +21.3% | +19.8% |
| 1Y | +40.5% | +5.9% | +34.6% | +36.6% |
| 3Y | +159.9% | +14.4% | +145.5% | +138.2% |
| All | +159.9% | +15.4% | +144.5% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling