+16.0%
ROL vs TXT
+8.5%
+7.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +19.8% | +13.3% | +6.4% | +16.5% |
| 3M | +7.9% | -5.0% | +12.9% | +8.8% |
| 6M | -25.6% | -8.4% | -17.2% | -24.6% |
| YTD | -34.1% | -4.0% | -30.2% | -34.2% |
| 1Y | -31.4% | +2.8% | -34.2% | -32.5% |
| 3Y | +4.7% | +10.3% | -5.6% | -1.2% |
| All | +16.0% | +8.5% | +7.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling