-23.6%
ROP vs TXG
+392.4%
-416.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -8.0% | +5.0% | -13.0% | -8.1% |
| 30D | -2.7% | +13.5% | -16.2% | -3.0% |
| 3M | +16.6% | +128.0% | -111.4% | +13.5% |
| 6M | +10.4% | +224.4% | -214.1% | +5.3% |
| YTD | -12.1% | +307.0% | -319.1% | -16.2% |
| 1Y | -23.6% | +427.2% | -450.9% | -26.7% |
| All | -23.6% | +392.4% | -416.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling