-18.9%
ROP vs TXG
+37.5%
-56.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.1% |
| 7D | -5.4% | +9.4% | -14.8% | -5.9% |
| 30D | -1.6% | +26.1% | -27.7% | -3.1% |
| 3M | +18.8% | +124.8% | -106.0% | +12.1% |
| 6M | +8.2% | +215.2% | -207.0% | -0.9% |
| YTD | -10.5% | +302.2% | -312.7% | -19.6% |
| 1Y | -23.7% | +370.9% | -394.7% | -32.7% |
| All | -18.9% | +37.5% | -56.4% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling