+11,143.8%
RY vs TXT
+599.9%
+10,544.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.4% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | +4.4% | +12.8% | -8.4% | +0.6% |
| 3M | -2.9% | -3.6% | +0.7% | -2.2% |
| 6M | +15.6% | -6.9% | +22.5% | +17.2% |
| YTD | +21.8% | -2.2% | +24.0% | +21.3% |
| 1Y | +42.6% | +6.3% | +36.3% | +38.5% |
| 3Y | +160.9% | +10.3% | +150.6% | +147.0% |
| 5Y | +126.1% | +10.6% | +115.4% | +111.1% |
| 10Y | +371.7% | +121.0% | +250.7% | +238.8% |
| All | +11,143.8% | +599.9% | +10,544.0% | +4,002.7% |
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