-64.4%
TXG vs RL
+241.4%
-305.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.5% |
| 7D | +9.4% | +1.9% | +7.5% | +7.9% |
| 30D | +26.1% | -12.2% | +38.3% | +37.6% |
| 3M | +124.8% | -6.6% | +131.5% | +134.1% |
| 6M | +215.2% | +3.2% | +212.1% | +201.4% |
| YTD | +302.2% | -1.3% | +303.5% | +294.8% |
| 1Y | +370.9% | +13.6% | +357.3% | +316.3% |
| 3Y | +38.5% | +210.9% | -172.4% | -45.6% |
| 5Y | -64.4% | +246.9% | -311.2% | -87.3% |
| All | -64.4% | +241.4% | -305.8% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling