+14,299.2%
ROK vs TXT
+2,214.4%
+12,084.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +6.1% | -1.1% | +7.2% | +6.6% |
| 30D | -6.5% | +13.3% | -19.8% | -11.6% |
| 3M | -10.2% | -5.1% | -5.1% | -8.5% |
| 6M | -10.6% | -7.1% | -3.5% | -8.5% |
| YTD | +4.9% | -3.2% | +8.1% | +5.1% |
| 1Y | +3.8% | +2.3% | +1.5% | +1.5% |
| 3Y | +63.5% | +11.1% | +52.4% | +53.2% |
| 5Y | +30.9% | +10.0% | +20.9% | +22.2% |
| 10Y | +266.4% | +91.1% | +175.3% | +154.7% |
| All | +14,299.2% | +2,214.4% | +12,084.7% | +3,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling