-36.0%
ROL vs TXT
-1.0%
-35.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -4.8% | +3.4% | -0.8% |
| 30D | -4.1% | -10.6% | +6.5% | -2.7% |
| 3M | -22.5% | -13.2% | -9.3% | -21.3% |
| 6M | -37.7% | -20.3% | -17.3% | -35.9% |
| YTD | -39.6% | -9.3% | -30.3% | -39.2% |
| 1Y | -36.0% | -2.7% | -33.3% | -35.6% |
| All | -36.0% | -1.0% | -35.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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