+25.8%
TXG vs RVTY
+40.8%
-14.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | +0.9% |
| 7D | +5.0% | -7.4% | +12.4% | +12.8% |
| 30D | +13.5% | +4.5% | +9.0% | +8.7% |
| 3M | +128.0% | +19.5% | +108.6% | +92.0% |
| 6M | +224.4% | +34.1% | +190.3% | +142.3% |
| YTD | +307.0% | +25.3% | +281.7% | +223.9% |
| 1Y | +427.2% | +47.0% | +380.2% | +261.3% |
| 3Y | +40.2% | +14.1% | +26.0% | +24.1% |
| 5Y | -64.0% | -34.6% | -29.5% | -47.4% |
| All | +25.8% | +40.8% | -14.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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