+47.0%
ROK vs TXT
+13.4%
+33.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +0.2% | +0.8% | -0.7% | -0.3% |
| 30D | -1.8% | -10.4% | +8.6% | +4.4% |
| 3M | -7.2% | -14.3% | +7.2% | +0.6% |
| 6M | +14.2% | -15.1% | +29.3% | +24.2% |
| YTD | +10.6% | -8.3% | +18.9% | +14.2% |
| 1Y | +25.9% | -0.7% | +26.6% | +23.6% |
| 3Y | +50.8% | +6.0% | +44.8% | +39.0% |
| 5Y | +47.0% | +12.5% | +34.5% | +25.8% |
| All | +47.0% | +13.4% | +33.7% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling