+59.6%
TXN vs RRX
+17.8%
+41.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | -2.9% | -6.1% | +3.3% | -0.4% |
| 3M | -9.1% | -23.1% | +14.0% | +0.1% |
| 6M | +36.6% | -19.5% | +56.2% | +46.7% |
| YTD | +57.5% | +16.1% | +41.4% | +45.2% |
| 1Y | +49.5% | +12.9% | +36.6% | +38.4% |
| 3Y | +76.5% | +7.9% | +68.6% | +59.0% |
| All | +59.6% | +17.8% | +41.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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