+99.6%
TXT vs RRC
+67.7%
+31.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.2% | +0.8% |
| 7D | -1.1% | -5.2% | +4.1% | -0.1% |
| 30D | +17.1% | +25.2% | -8.1% | +12.0% |
| 3M | -2.6% | +27.4% | -30.0% | -7.3% |
| 6M | -4.6% | +27.0% | -31.6% | -9.4% |
| YTD | -0.3% | +46.3% | -46.6% | -8.3% |
| 1Y | +5.9% | +37.1% | -31.2% | -1.5% |
| 3Y | +14.4% | +60.2% | -45.8% | +1.7% |
| 5Y | +15.9% | +136.6% | -120.8% | -8.1% |
| 10Y | +99.6% | +68.8% | +30.8% | +28.2% |
| All | +99.6% | +67.7% | +31.9% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling