+5.3%
ROP vs TLN
+683.0%
-677.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.3% | -0.8% |
| 7D | -1.6% | +9.1% | -10.7% | -1.3% |
| 30D | +29.5% | -4.1% | +33.6% | +29.7% |
| 3M | +17.5% | +4.4% | +13.1% | +17.8% |
| 6M | +38.1% | -6.0% | +44.1% | +38.5% |
| YTD | +7.0% | -3.1% | +10.1% | +7.0% |
| 1Y | +6.5% | -6.1% | +12.6% | +6.7% |
| 3Y | -5.5% | +575.3% | -580.8% | -19.5% |
| All | +5.3% | +683.0% | -677.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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