+129.7%
ROP vs TDY
+479.2%
-349.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -1.7% | -12.0% | +10.3% | +3.6% |
| 3M | +17.1% | -3.2% | +20.3% | +17.9% |
| 6M | +10.9% | -7.9% | +18.7% | +13.4% |
| YTD | -12.1% | +18.2% | -30.3% | -20.4% |
| 1Y | -24.2% | +6.7% | -30.9% | -28.2% |
| 3Y | -20.4% | +47.5% | -67.9% | -36.3% |
| 5Y | -15.4% | +39.5% | -54.9% | -31.5% |
| All | +129.7% | +479.2% | -349.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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