-4.7%
ROL vs TXT
+12.6%
-17.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -6.9% | -11.1% | +4.1% | -4.7% |
| 3M | -24.6% | -13.0% | -11.6% | -22.6% |
| 6M | -39.5% | -16.2% | -23.3% | -37.5% |
| YTD | -41.1% | -8.7% | -32.4% | -40.4% |
| 1Y | -37.9% | -3.8% | -34.2% | -38.0% |
| 3Y | +0.8% | +5.5% | -4.7% | -3.7% |
| 5Y | -4.7% | +12.3% | -17.0% | -12.8% |
| All | -4.7% | +12.6% | -17.3% | -12.8% |
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