+23.8%
ROK vs TXG
+453.6%
-429.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.2% |
| 7D | -1.2% | +9.5% | -10.7% | -2.6% |
| 30D | -4.8% | +18.8% | -23.6% | -7.4% |
| 3M | -6.1% | +136.1% | -142.2% | -19.2% |
| 6M | +15.5% | +235.2% | -219.8% | -6.7% |
| YTD | +11.2% | +320.5% | -309.4% | -13.2% |
| 1Y | +23.8% | +425.2% | -401.3% | -6.6% |
| All | +23.8% | +453.6% | -429.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling