+25.9%
ROK vs TXT
-3.0%
+28.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +0.2% | +0.8% | -0.7% | -0.2% |
| 30D | -1.8% | -10.4% | +8.6% | +2.4% |
| 3M | -7.2% | -14.3% | +7.2% | -1.8% |
| 6M | +14.2% | -15.1% | +29.3% | +20.4% |
| YTD | +10.6% | -8.3% | +18.9% | +13.3% |
| 1Y | +25.9% | -0.7% | +26.6% | +23.8% |
| All | +25.9% | -3.0% | +28.9% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling