+97.4%
TXT vs RVTY
+140.1%
-42.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -11.1% | +10.8% | -21.9% | -14.8% |
| 3M | -13.0% | +26.8% | -39.8% | -21.6% |
| 6M | -16.2% | +39.3% | -55.5% | -28.0% |
| YTD | -8.7% | +31.6% | -40.3% | -20.3% |
| 1Y | -3.8% | +47.7% | -51.5% | -20.5% |
| 3Y | +5.5% | +19.9% | -14.4% | -8.3% |
| 5Y | +12.3% | -32.3% | +44.6% | +23.9% |
| 10Y | +97.4% | +138.4% | -41.0% | +7.4% |
| All | +97.4% | +140.1% | -42.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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