+2,037.5%
TXT vs RRC
+1,202.2%
+835.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -10.6% | +10.1% | -20.7% | -11.8% |
| 3M | -13.2% | +4.0% | -17.2% | -13.8% |
| 6M | -20.3% | +1.6% | -21.9% | -20.9% |
| YTD | -9.3% | +19.7% | -29.0% | -11.9% |
| 1Y | -2.7% | +21.4% | -24.1% | -5.9% |
| 3Y | +1.4% | +29.7% | -28.3% | -3.8% |
| 5Y | +9.6% | +153.9% | -144.3% | -7.4% |
| 10Y | +94.9% | +10.8% | +84.1% | +61.5% |
| All | +2,037.5% | +1,202.2% | +835.3% | +1,482.9% |
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 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