+133.4%
ROP vs TAP
-52.1%
+185.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.8% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | -1.6% | -9.4% | +7.8% | +0.8% |
| 3M | +18.8% | -0.8% | +19.6% | +19.1% |
| 6M | +8.2% | -14.7% | +22.9% | +12.2% |
| YTD | -10.5% | -13.9% | +3.5% | -7.7% |
| 1Y | -23.7% | -18.6% | -5.1% | -20.4% |
| 3Y | -17.9% | -32.0% | +14.2% | -11.3% |
| 5Y | -15.3% | -1.0% | -14.4% | -18.8% |
| 10Y | +133.4% | -51.4% | +184.7% | +135.8% |
| All | +133.4% | -52.1% | +185.5% | +135.8% |
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