+59.6%
TXN vs RKT
-10.3%
+69.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -6.3% | +10.2% | +5.1% |
| 30D | -2.9% | -6.2% | +3.3% | -2.0% |
| 3M | -9.1% | -1.9% | -7.2% | -9.4% |
| 6M | +36.6% | -13.0% | +49.6% | +38.0% |
| YTD | +57.5% | -31.9% | +89.4% | +64.4% |
| 1Y | +49.5% | -37.6% | +87.1% | +57.7% |
| 3Y | +76.5% | +36.8% | +39.7% | +47.8% |
| All | +59.6% | -10.3% | +69.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 5y: compounded portfolio wealth divided by compounded RKT 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…
5y analysis · Full analysis span regression · 6 months rolling