+13.1%
ROP vs TXG
+22.9%
-9.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -8.0% | +5.0% | -13.0% | -8.4% |
| 30D | -2.7% | +13.5% | -16.2% | -4.0% |
| 3M | +16.6% | +128.0% | -111.4% | +6.8% |
| 6M | +10.4% | +224.4% | -214.1% | -3.2% |
| YTD | -12.1% | +307.0% | -319.1% | -24.8% |
| 1Y | -23.6% | +427.2% | -450.9% | -37.0% |
| 3Y | -19.3% | +40.2% | -59.5% | -26.4% |
| 5Y | -15.4% | -64.0% | +48.7% | -14.6% |
| All | +13.1% | +22.9% | -9.8% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling