+129.7%
ROP vs TCOM
-9.8%
+139.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.6% | -4.9% | +0.3% | -4.1% |
| 30D | -1.7% | -14.4% | +12.7% | +0.1% |
| 3M | +17.1% | -17.7% | +34.7% | +19.5% |
| 6M | +10.9% | -25.1% | +36.0% | +14.3% |
| YTD | -12.1% | -45.7% | +33.6% | -6.3% |
| 1Y | -24.2% | -47.9% | +23.6% | -18.9% |
| 3Y | -20.4% | +8.9% | -29.3% | -23.8% |
| 5Y | -15.4% | +26.9% | -42.2% | -23.6% |
| All | +129.7% | -9.8% | +139.5% | +104.2% |
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