+11,448.1%
RY vs TXT
+549.1%
+10,899.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | -4.8% | +7.9% | +4.6% |
| 30D | -0.3% | -10.6% | +10.3% | +2.9% |
| 3M | +8.7% | -13.2% | +21.8% | +12.8% |
| 6M | +28.5% | -20.3% | +48.9% | +36.6% |
| YTD | +25.1% | -9.3% | +34.4% | +27.7% |
| 1Y | +46.3% | -2.7% | +49.0% | +46.0% |
| 3Y | +154.9% | +1.4% | +153.6% | +148.0% |
| 5Y | +140.3% | +9.6% | +130.7% | +125.3% |
| 10Y | +377.0% | +94.9% | +282.1% | +255.8% |
| All | +11,448.1% | +549.1% | +10,899.0% | +4,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling