+30.0%
TXG vs RRC
+851.4%
-821.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.5% |
| 7D | +9.5% | -1.8% | +11.3% | +9.7% |
| 30D | +18.8% | +2.7% | +16.1% | +18.3% |
| 3M | +136.1% | +8.8% | +127.3% | +133.0% |
| 6M | +235.2% | -1.2% | +236.4% | +234.1% |
| YTD | +320.5% | +17.6% | +303.0% | +308.5% |
| 1Y | +425.2% | +18.4% | +406.8% | +409.2% |
| 3Y | +42.9% | +33.1% | +9.8% | +35.8% |
| 5Y | -62.8% | +148.2% | -211.0% | -66.7% |
| All | +30.0% | +851.4% | -821.4% | -2.0% |
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