-4.2%
ROL vs TXG
-63.6%
+59.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.3% |
| 7D | -3.3% | +9.1% | -12.4% | -3.8% |
| 30D | -7.2% | +14.9% | -22.1% | -8.1% |
| 3M | -27.0% | +120.0% | -146.9% | -31.1% |
| 6M | -39.5% | +221.8% | -261.3% | -44.8% |
| YTD | -41.8% | +312.6% | -354.4% | -47.9% |
| 1Y | -38.9% | +398.4% | -437.3% | -46.4% |
| 3Y | -0.4% | +42.1% | -42.5% | -4.6% |
| 5Y | -4.2% | -63.5% | +59.2% | +10.5% |
| All | -4.2% | -63.6% | +59.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling