+18.8%
TXG vs RRC
+868.8%
-850.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | +32.0% | +10.1% | +21.9% | +30.3% |
| 3M | +87.0% | +4.0% | +83.0% | +85.7% |
| 6M | +180.1% | +1.6% | +178.5% | +178.1% |
| YTD | +284.1% | +19.7% | +264.4% | +272.3% |
| 1Y | +361.7% | +21.4% | +340.3% | +346.1% |
| 3Y | +15.9% | +29.7% | -13.8% | +10.4% |
| 5Y | -66.2% | +153.9% | -220.0% | -69.8% |
| All | +18.8% | +868.8% | -850.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling