+24,936.4%
ROP vs TXT
+1,245.8%
+23,690.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -4.4% | -4.8% | +0.3% | -2.9% |
| 30D | +3.2% | -10.6% | +13.8% | +7.0% |
| 3M | +23.1% | -13.2% | +36.2% | +28.3% |
| 6M | +13.3% | -20.3% | +33.7% | +20.9% |
| YTD | -7.9% | -9.3% | +1.4% | -6.1% |
| 1Y | -22.1% | -2.7% | -19.4% | -22.5% |
| 3Y | -16.8% | +1.4% | -18.2% | -19.6% |
| 5Y | -13.5% | +9.6% | -23.1% | -20.0% |
| 10Y | +137.7% | +94.9% | +42.8% | +68.5% |
| All | +24,936.4% | +1,245.8% | +23,690.6% | +8,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling