+25.8%
TXG vs RBA
+137.2%
-111.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +5.0% | -3.3% | +8.3% | +6.7% |
| 30D | +13.5% | -9.8% | +23.3% | +19.2% |
| 3M | +128.0% | -23.5% | +151.5% | +157.3% |
| 6M | +224.4% | -21.5% | +246.0% | +261.3% |
| YTD | +307.0% | -21.2% | +328.2% | +352.5% |
| 1Y | +427.2% | -30.2% | +457.4% | +521.3% |
| 3Y | +40.2% | +25.3% | +14.8% | +25.1% |
| 5Y | -64.0% | +35.1% | -99.1% | -69.8% |
| All | +25.8% | +137.2% | -111.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling