+2,209.5%
TXT vs RRC
+1,418.2%
+791.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | -3.5% | -10.3% | +6.8% | -2.2% |
| 30D | +15.2% | +19.5% | -4.3% | +12.2% |
| 3M | -4.5% | +27.9% | -32.4% | -7.8% |
| 6M | -6.1% | +21.2% | -27.3% | -9.0% |
| YTD | -2.0% | +39.6% | -41.5% | -7.0% |
| 1Y | +4.2% | +31.3% | -27.1% | -0.5% |
| 3Y | +14.4% | +51.9% | -37.6% | +6.1% |
| 5Y | +12.3% | +110.2% | -97.8% | -2.8% |
| 10Y | +101.8% | +56.7% | +45.2% | +60.0% |
| All | +2,209.5% | +1,418.2% | +791.3% | +1,570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling