+18.8%
TXG vs RL
+302.2%
-283.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.8% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +32.0% | -7.8% | +39.8% | +36.5% |
| 3M | +87.0% | -4.0% | +91.0% | +89.9% |
| 6M | +180.1% | -1.9% | +181.9% | +180.0% |
| YTD | +284.1% | -0.2% | +284.3% | +280.2% |
| 1Y | +361.7% | +10.7% | +351.0% | +336.5% |
| 3Y | +15.9% | +210.8% | -194.9% | -28.3% |
| 5Y | -66.2% | +238.2% | -304.4% | -79.9% |
| All | +18.8% | +302.2% | -283.4% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling