+184.4%
ROP vs TCOM
+5.9%
+178.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | +0.7% | -1.8% | +2.5% | +0.9% |
| 30D | +28.8% | +12.1% | +16.7% | +27.1% |
| 3M | +21.1% | -3.2% | +24.3% | +21.4% |
| 6M | +52.5% | -16.6% | +69.2% | +55.3% |
| YTD | +8.9% | -39.4% | +48.3% | +14.6% |
| 1Y | +8.2% | -41.5% | +49.8% | +14.3% |
| 3Y | -5.2% | +24.4% | -29.5% | -10.5% |
| 5Y | +1.7% | +41.6% | -39.9% | -9.1% |
| All | +184.4% | +5.9% | +178.5% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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