+6.6%
ROP vs TLN
+716.6%
-710.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.8% |
| 7D | -2.9% | +15.9% | -18.8% | -2.5% |
| 30D | +30.1% | -0.3% | +30.3% | +30.3% |
| 3M | +19.9% | +5.8% | +14.1% | +20.3% |
| 6M | +46.0% | -1.2% | +47.3% | +46.6% |
| YTD | +8.4% | +1.0% | +7.3% | +8.6% |
| 1Y | +8.8% | +1.1% | +7.7% | +8.9% |
| 3Y | -5.6% | +591.7% | -597.3% | -19.3% |
| All | +6.6% | +716.6% | -710.0% | -9.2% |
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