+5,539.0%
ROP vs TD
+8,077.8%
-2,538.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.7% | +0.6% | -3.2% | -2.9% |
| 30D | +29.7% | +5.0% | +24.8% | +26.8% |
| 3M | +21.2% | +1.1% | +20.1% | +20.3% |
| 6M | +48.3% | +16.5% | +31.8% | +37.0% |
| YTD | +8.4% | +34.3% | -25.9% | -6.7% |
| 1Y | +6.0% | +52.9% | -46.9% | -14.2% |
| 3Y | -5.6% | +132.2% | -137.8% | -38.0% |
| 5Y | +1.3% | +101.9% | -100.6% | -30.1% |
| 10Y | +184.1% | +302.0% | -117.9% | +38.6% |
| All | +5,539.0% | +8,077.8% | -2,538.8% | +1,000.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling