-36.0%
ROL vs TXG
+372.5%
-408.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.4% | +1.8% | -3.2% | -1.4% |
| 30D | -4.1% | +32.0% | -36.1% | -4.5% |
| 3M | -22.5% | +87.0% | -109.5% | -23.4% |
| 6M | -37.7% | +180.1% | -217.7% | -39.6% |
| YTD | -39.6% | +284.1% | -323.7% | -41.6% |
| 1Y | -36.0% | +361.7% | -397.7% | -37.9% |
| All | -36.0% | +372.5% | -408.5% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling