+183.1%
ROP vs TAP
-47.7%
+230.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.7% | -6.3% | +3.7% | -1.0% |
| 30D | +29.7% | +2.7% | +27.0% | +28.9% |
| 3M | +21.2% | -3.7% | +24.9% | +22.3% |
| 6M | +48.3% | -2.0% | +50.3% | +48.9% |
| YTD | +8.4% | -12.3% | +20.7% | +11.2% |
| 1Y | +6.0% | -10.1% | +16.1% | +8.0% |
| 3Y | -5.6% | -25.3% | +19.7% | -0.5% |
| 5Y | +1.3% | -1.9% | +3.2% | -2.4% |
| All | +183.1% | -47.7% | +230.8% | +177.8% |
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