-17.9%
ROP vs TLN
+494.5%
-512.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.6% | -2.8% |
| 7D | -5.4% | +10.9% | -16.3% | -5.3% |
| 30D | -1.6% | -6.3% | +4.7% | -1.7% |
| 3M | +18.8% | -10.7% | +29.5% | +18.7% |
| 6M | +8.2% | +1.6% | +6.6% | +7.7% |
| YTD | -10.5% | -13.1% | +2.6% | -10.7% |
| 1Y | -23.7% | -15.1% | -8.7% | -23.9% |
| 3Y | -17.9% | +495.0% | -512.9% | -28.6% |
| All | -17.9% | +494.5% | -512.3% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling