+6.0%
ROP vs TLN
+3.1%
+2.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.4% |
| 7D | -2.7% | +22.3% | -24.9% | +0.8% |
| 30D | +29.7% | +1.2% | +28.5% | +31.0% |
| 3M | +21.2% | +5.9% | +15.3% | +23.5% |
| 6M | +48.3% | +3.2% | +45.0% | +51.7% |
| YTD | +8.4% | +3.2% | +5.2% | +11.6% |
| 1Y | +6.0% | +5.2% | +0.8% | +9.0% |
| All | +6.0% | +3.1% | +2.9% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling