+5.0%
TXT vs RVTY
+18.2%
-13.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.8% | +1.1% | -5.9% | -5.1% |
| 30D | -10.6% | +13.2% | -23.8% | -13.8% |
| 3M | -13.2% | +27.2% | -40.4% | -19.5% |
| 6M | -20.3% | +32.4% | -52.7% | -27.5% |
| YTD | -9.3% | +34.9% | -44.1% | -18.2% |
| 1Y | -2.7% | +52.4% | -55.1% | -16.1% |
| All | +5.0% | +18.2% | -13.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling