-15.9%
ROP vs TXT
+13.4%
-29.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -3.4% | -10.4% | +7.1% | -0.2% |
| 3M | +16.7% | -14.3% | +31.0% | +21.7% |
| 6M | +8.1% | -15.1% | +23.2% | +12.6% |
| YTD | -11.7% | -8.3% | -3.4% | -10.8% |
| 1Y | -24.2% | -0.7% | -23.5% | -25.7% |
| 3Y | -19.0% | +6.0% | -24.9% | -24.1% |
| 5Y | -15.9% | +12.5% | -28.4% | -25.5% |
| All | -15.9% | +13.4% | -29.3% | -25.5% |
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 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