-61.3%
TXG vs RL
+240.9%
-302.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.8% | +3.9% | +5.5% |
| 7D | +5.5% | +0.2% | +5.3% | +6.0% |
| 30D | -19.3% | +7.3% | -26.7% | -23.0% |
| 3M | +25.0% | +1.0% | +24.0% | +24.2% |
| 6M | +201.2% | +11.8% | +189.4% | +174.0% |
| YTD | +298.8% | +13.6% | +285.2% | +254.6% |
| 1Y | +326.6% | +24.0% | +302.5% | +253.3% |
| 3Y | +78.3% | +256.6% | -178.3% | -40.0% |
| 5Y | -61.3% | +240.2% | -301.5% | -88.5% |
| All | -61.3% | +240.9% | -302.3% | -88.5% |
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 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