+45.9%
ROK vs TXG
-64.0%
+109.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.9% |
| 7D | -1.6% | +5.0% | -6.6% | -2.5% |
| 30D | -5.4% | +13.5% | -19.0% | -7.8% |
| 3M | -4.0% | +128.0% | -132.0% | -18.2% |
| 6M | +13.3% | +224.4% | -211.1% | -10.4% |
| YTD | +9.3% | +307.0% | -297.6% | -17.3% |
| 1Y | +25.8% | +427.2% | -401.4% | -10.4% |
| 3Y | +49.1% | +40.2% | +8.9% | +26.3% |
| 5Y | +45.9% | -64.0% | +109.9% | +32.4% |
| All | +45.9% | -64.0% | +109.9% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling