+354.9%
ROK vs TXT
+100.3%
+254.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +0.2% | +0.8% | -0.7% | -0.3% |
| 30D | -1.8% | -10.4% | +8.6% | +4.0% |
| 3M | -7.2% | -14.3% | +7.2% | +0.1% |
| 6M | +14.2% | -15.1% | +29.3% | +23.7% |
| YTD | +10.6% | -8.3% | +18.9% | +14.3% |
| 1Y | +25.9% | -0.7% | +26.6% | +24.3% |
| 3Y | +50.8% | +6.0% | +44.8% | +41.8% |
| 5Y | +47.0% | +12.5% | +34.5% | +31.8% |
| 10Y | +354.9% | +103.2% | +251.7% | +177.5% |
| All | +354.9% | +100.3% | +254.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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