+0.8%
ROP vs TXT
+7.8%
-6.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | +2.1% | -2.5% | +4.7% | +2.9% |
| 30D | +32.9% | +14.4% | +18.5% | +27.4% |
| 3M | +20.3% | -4.9% | +25.3% | +21.8% |
| 6M | +36.8% | -10.2% | +47.0% | +40.1% |
| YTD | +8.1% | -4.1% | +12.2% | +7.4% |
| 1Y | +8.3% | +4.0% | +4.3% | +4.5% |
| 3Y | -3.2% | +8.0% | -11.2% | -10.1% |
| All | +0.8% | +7.8% | -6.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling