+38.5%
TXG vs RL
+211.8%
-173.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.4% |
| 7D | +9.4% | +1.9% | +7.5% | +8.0% |
| 30D | +26.1% | -12.2% | +38.3% | +36.7% |
| 3M | +124.8% | -6.6% | +131.5% | +133.6% |
| 6M | +215.2% | +3.2% | +212.1% | +202.4% |
| YTD | +302.2% | -1.3% | +303.5% | +295.4% |
| 1Y | +370.9% | +13.6% | +357.3% | +318.4% |
| 3Y | +38.5% | +210.9% | -172.4% | -51.5% |
| All | +38.5% | +211.8% | -173.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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