+98.5%
TXT vs RRC
+6.5%
+92.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.2% | -1.2% | +0.9% | 0.0% |
| 30D | -10.2% | +3.0% | -13.2% | -10.7% |
| 3M | -13.3% | +7.3% | -20.5% | -14.6% |
| 6M | -14.4% | +3.6% | -17.9% | -15.4% |
| YTD | -9.1% | +19.4% | -28.5% | -12.8% |
| 1Y | -2.2% | +21.4% | -23.6% | -6.8% |
| 3Y | +5.1% | +32.8% | -27.7% | -3.2% |
| 5Y | +12.8% | +152.0% | -139.2% | -11.8% |
| All | +98.5% | +6.5% | +92.0% | +41.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling