+183.6%
ROP vs TAP
-49.5%
+233.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -1.6% | -7.8% | +6.2% | +0.5% |
| 30D | +29.5% | +7.1% | +22.4% | +27.4% |
| 3M | +17.5% | -7.0% | +24.6% | +19.7% |
| 6M | +38.1% | -3.8% | +41.9% | +39.2% |
| YTD | +7.0% | -11.7% | +18.7% | +9.6% |
| 1Y | +6.5% | -10.1% | +16.6% | +8.5% |
| 3Y | -5.5% | -23.7% | +18.2% | -0.9% |
| 5Y | -0.4% | +2.9% | -3.3% | -5.2% |
| 10Y | +183.6% | -49.5% | +233.1% | +175.7% |
| All | +183.6% | -49.5% | +233.1% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling