+129.7%
ROP vs TD
+303.5%
-173.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -8.0% | -2.6% | -5.4% | -6.8% |
| 30D | -2.7% | -1.0% | -1.7% | -2.4% |
| 3M | +16.6% | +5.6% | +11.0% | +12.9% |
| 6M | +10.4% | +27.1% | -16.7% | -2.9% |
| YTD | -12.1% | +29.4% | -41.5% | -23.5% |
| 1Y | -23.6% | +60.7% | -84.3% | -40.6% |
| 3Y | -19.3% | +127.6% | -146.9% | -48.4% |
| 5Y | -15.4% | +125.4% | -140.8% | -47.0% |
| All | +129.7% | +303.5% | -173.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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