+133.4%
ROP vs TXT
+98.4%
+35.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.1% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -1.6% | -11.1% | +9.4% | +2.2% |
| 3M | +18.8% | -13.0% | +31.8% | +23.9% |
| 6M | +8.2% | -16.2% | +24.4% | +13.7% |
| YTD | -10.5% | -8.7% | -1.8% | -9.1% |
| 1Y | -23.7% | -3.8% | -20.0% | -24.1% |
| 3Y | -17.9% | +5.5% | -23.4% | -22.3% |
| 5Y | -15.3% | +12.3% | -27.6% | -23.3% |
| 10Y | +133.4% | +97.4% | +36.0% | +62.1% |
| All | +133.4% | +98.4% | +35.0% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling