+159.7%
RY vs TXT
+10.4%
+149.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +5.0% | +13.3% | -8.3% | +1.6% |
| 3M | -5.3% | -5.0% | -0.3% | -4.3% |
| 6M | +13.8% | -8.4% | +22.2% | +15.7% |
| YTD | +21.0% | -4.0% | +24.9% | +20.8% |
| 1Y | +40.5% | +2.8% | +37.7% | +37.6% |
| 3Y | +159.7% | +10.3% | +149.4% | +140.2% |
| All | +159.7% | +10.4% | +149.3% | +140.2% |
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