+1,817.4%
ROP vs TCOM
+2,694.8%
-877.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -4.4% | -9.5% | +5.1% | -2.9% |
| 30D | +3.2% | -10.7% | +14.0% | +5.2% |
| 3M | +23.1% | -14.6% | +37.7% | +26.0% |
| 6M | +13.3% | -19.3% | +32.6% | +17.0% |
| YTD | -7.9% | -42.9% | +35.1% | +0.4% |
| 1Y | -22.1% | -43.8% | +21.7% | -15.0% |
| 3Y | -16.8% | +2.1% | -18.9% | -20.8% |
| 5Y | -13.5% | +31.2% | -44.7% | -26.0% |
| 10Y | +137.7% | -13.9% | +151.6% | +106.7% |
| All | +1,817.4% | +2,694.8% | -877.3% | +745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling