+190.9%
ROK vs TXG
+27.0%
+163.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.1% |
| 7D | -1.2% | +9.5% | -10.7% | -2.8% |
| 30D | -4.8% | +18.8% | -23.6% | -7.7% |
| 3M | -6.1% | +136.1% | -142.2% | -19.8% |
| 6M | +15.5% | +235.2% | -219.8% | -7.9% |
| YTD | +11.2% | +320.5% | -309.4% | -15.0% |
| 1Y | +23.8% | +425.2% | -401.3% | -9.9% |
| 3Y | +53.1% | +42.9% | +10.2% | +30.0% |
| 5Y | +48.3% | -62.8% | +111.1% | +41.0% |
| All | +190.9% | +27.0% | +163.9% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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