+2,354.2%
ROP vs TDY
+6,954.6%
-4,600.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -6.1% | -1.8% | -4.3% | -5.6% |
| 30D | -3.4% | -13.8% | +10.4% | +0.8% |
| 3M | +16.7% | -3.9% | +20.6% | +17.6% |
| 6M | +8.1% | -9.0% | +17.1% | +10.2% |
| YTD | -11.7% | +16.5% | -28.2% | -16.8% |
| 1Y | -24.2% | +9.3% | -33.5% | -27.3% |
| 3Y | -19.0% | +45.1% | -64.1% | -29.2% |
| 5Y | -15.9% | +35.0% | -50.8% | -25.3% |
| 10Y | +135.7% | +469.0% | -333.3% | +37.8% |
| All | +2,354.2% | +6,954.6% | -4,600.4% | +823.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling