+3.0%
ROP vs TCOM
+43.1%
-40.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.8% |
| 7D | -2.9% | +2.2% | -5.1% | -3.1% |
| 30D | +30.1% | +12.5% | +17.5% | +29.0% |
| 3M | +19.9% | -5.6% | +25.5% | +20.3% |
| 6M | +46.0% | -16.5% | +62.5% | +47.5% |
| YTD | +8.4% | -39.4% | +47.7% | +11.5% |
| 1Y | +8.8% | -41.0% | +49.8% | +12.1% |
| 3Y | -5.6% | +29.2% | -34.9% | -8.3% |
| 5Y | +3.0% | +41.6% | -38.6% | -3.4% |
| All | +3.0% | +43.1% | -40.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling