+161.2%
RY vs TXT
+13.4%
+147.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +6.3% | +13.4% | -7.2% | +2.8% |
| 3M | -2.6% | -2.5% | 0.0% | -2.1% |
| 6M | +13.9% | -6.2% | +20.1% | +15.2% |
| YTD | +21.7% | -1.3% | +23.0% | +20.7% |
| 1Y | +40.4% | +4.3% | +36.1% | +37.1% |
| All | +161.2% | +13.4% | +147.8% | +140.1% |
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