+5.9%
ROP vs TXT
+4.2%
+1.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.2% |
| 7D | -1.6% | -3.5% | +1.9% | -1.5% |
| 30D | +29.5% | +15.2% | +14.4% | +28.7% |
| 3M | +17.5% | -4.5% | +22.0% | +16.8% |
| 6M | +38.1% | -6.1% | +44.2% | +36.8% |
| YTD | +7.0% | -2.0% | +8.9% | +4.3% |
| All | +5.9% | +4.2% | +1.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling