+141.9%
RY vs TXT
+10.4%
+131.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | -4.8% | +7.9% | +4.7% |
| 30D | -0.3% | -10.6% | +10.3% | +3.2% |
| 3M | +8.7% | -13.2% | +21.8% | +13.2% |
| 6M | +28.5% | -20.3% | +48.9% | +37.4% |
| YTD | +25.1% | -9.3% | +34.4% | +27.6% |
| 1Y | +46.3% | -2.7% | +49.0% | +45.3% |
| 3Y | +154.9% | +1.4% | +153.6% | +143.4% |
| All | +141.9% | +10.4% | +131.5% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling