+2,037.5%
TXT vs RVTY
+2,416.7%
-379.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -13.2% | +27.2% | -40.4% | -20.2% |
| 6M | -20.3% | +32.4% | -52.7% | -28.1% |
| YTD | -9.3% | +34.9% | -44.1% | -18.9% |
| 1Y | -2.7% | +52.4% | -55.1% | -16.7% |
| 3Y | +1.4% | +12.3% | -10.9% | -6.8% |
| 5Y | +9.6% | -30.8% | +40.4% | +15.4% |
| 10Y | +94.9% | +150.7% | -55.8% | +35.1% |
| All | +2,037.5% | +2,416.7% | -379.2% | +607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling