-0.4%
ROL vs TXG
+41.0%
-41.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.2% |
| 7D | -3.3% | +9.1% | -12.4% | -3.5% |
| 30D | -7.2% | +14.9% | -22.1% | -7.6% |
| 3M | -27.0% | +120.0% | -146.9% | -28.7% |
| 6M | -39.5% | +221.8% | -261.3% | -41.9% |
| YTD | -41.8% | +312.6% | -354.4% | -44.5% |
| 1Y | -38.9% | +398.4% | -437.3% | -42.2% |
| All | -0.4% | +41.0% | -41.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling