+28,965.7%
ROP vs TXT
+1,354.1%
+27,611.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.5% |
| 30D | +29.5% | +15.2% | +14.4% | +23.4% |
| 3M | +17.5% | -4.5% | +22.0% | +18.9% |
| 6M | +38.1% | -6.1% | +44.2% | +39.6% |
| YTD | +7.0% | -2.0% | +8.9% | +5.9% |
| 1Y | +6.5% | +4.2% | +2.3% | +3.3% |
| 3Y | -5.5% | +14.4% | -19.9% | -12.5% |
| 5Y | -0.4% | +12.3% | -12.7% | -8.7% |
| 10Y | +183.6% | +101.8% | +81.7% | +98.2% |
| All | +28,965.7% | +1,354.1% | +27,611.6% | +9,625.7% |
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 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