-0.7%
TXT vs RRC
+23.3%
-24.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.8% | -1.7% | +2.6% | +0.7% |
| 30D | -10.4% | +3.6% | -14.0% | -10.2% |
| 3M | -14.3% | +8.8% | -23.2% | -13.7% |
| 6M | -15.1% | +0.8% | -15.9% | -15.0% |
| YTD | -8.3% | +19.0% | -27.3% | -8.2% |
| 1Y | -0.7% | +22.9% | -23.6% | +1.4% |
| All | -0.7% | +23.3% | -24.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling