+30.0%
TXG vs RNG
-45.6%
+75.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +9.5% | -6.1% | +15.6% | +12.1% |
| 30D | +18.8% | +9.6% | +9.2% | +14.1% |
| 3M | +136.1% | +83.3% | +52.8% | +78.2% |
| 6M | +235.2% | +77.9% | +157.3% | +149.4% |
| YTD | +320.5% | +139.9% | +180.6% | +161.1% |
| 1Y | +425.2% | +121.7% | +303.5% | +235.6% |
| 3Y | +42.9% | +121.9% | -79.0% | -14.1% |
| 5Y | -62.8% | -68.4% | +5.5% | -56.3% |
| All | +30.0% | -45.6% | +75.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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