-15.0%
ROP vs TXG
-63.6%
+48.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | -6.1% | +9.1% | -15.3% | -6.8% |
| 30D | -3.4% | +14.9% | -18.2% | -4.6% |
| 3M | +16.7% | +120.0% | -103.3% | +8.0% |
| 6M | +8.1% | +221.8% | -213.7% | -4.1% |
| YTD | -11.7% | +312.6% | -324.3% | -23.7% |
| 1Y | -24.2% | +398.4% | -422.7% | -36.3% |
| 3Y | -19.0% | +42.1% | -61.0% | -25.4% |
| All | -15.0% | -63.6% | +48.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling