+63.8%
ROL vs TXG
+27.0%
+36.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | -3.2% | +9.5% | -12.6% | -3.9% |
| 30D | -4.9% | +18.8% | -23.7% | -6.4% |
| 3M | -25.8% | +136.1% | -161.9% | -31.7% |
| 6M | -37.6% | +235.2% | -272.8% | -44.8% |
| YTD | -41.5% | +320.5% | -362.0% | -49.4% |
| 1Y | -39.5% | +425.2% | -464.7% | -49.3% |
| 3Y | +0.1% | +42.9% | -42.8% | -6.5% |
| 5Y | -4.6% | -62.8% | +58.2% | +3.1% |
| All | +63.8% | +27.0% | +36.8% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling