-34.7%
ROL vs TXG
+406.9%
-441.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.7% | +2.9% |
| 7D | +14.6% | -19.3% | +33.8% | +13.9% |
| 30D | +29.3% | -30.9% | +60.2% | +28.5% |
| 3M | +2.0% | +41.1% | -39.1% | +0.5% |
| 6M | -28.5% | +211.9% | -240.4% | -32.3% |
| YTD | -35.3% | +314.0% | -349.3% | -39.5% |
| 1Y | -34.7% | +405.4% | -440.1% | -39.2% |
| All | -34.7% | +406.9% | -441.6% | -39.2% |
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