+10.3%
TXG vs RRC
+1,098.4%
-1,088.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | -1.8% | +6.4% | -8.2% | -2.7% |
| 30D | -20.4% | +23.9% | -44.3% | -22.8% |
| 3M | +0.1% | +30.2% | -30.1% | -3.7% |
| 6M | +176.2% | +26.3% | +149.9% | +166.3% |
| YTD | +256.8% | +48.1% | +208.7% | +235.0% |
| 1Y | +255.9% | +37.7% | +218.2% | +237.3% |
| 3Y | +60.2% | +60.3% | -0.1% | +48.1% |
| 5Y | -65.1% | +135.3% | -200.4% | -69.1% |
| All | +10.3% | +1,098.4% | -1,088.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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