+2.1%
ROL vs TXG
+67.8%
-65.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.4% |
| 7D | -1.7% | +1.8% | -3.5% | -1.7% |
| 30D | +18.5% | -17.7% | +36.2% | +18.5% |
| 3M | +4.3% | +2.3% | +2.0% | +3.5% |
| 6M | -27.7% | +182.5% | -210.2% | -30.7% |
| YTD | -35.8% | +262.4% | -298.1% | -39.0% |
| 1Y | -34.1% | +254.1% | -288.2% | -37.4% |
| All | +2.1% | +67.8% | -65.7% | +0.1% |
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