+6.0%
ROP vs TXT
+2.5%
+3.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +29.7% | +13.3% | +16.5% | +28.9% |
| 3M | +21.2% | -5.1% | +26.3% | +20.6% |
| 6M | +48.3% | -7.1% | +55.4% | +47.0% |
| YTD | +8.4% | -3.2% | +11.6% | +5.6% |
| 1Y | +6.0% | +2.3% | +3.7% | +0.5% |
| All | +6.0% | +2.5% | +3.5% | +0.5% |
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