-5.2%
ROP vs TLN
+580.6%
-585.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.3% |
| 7D | +0.7% | +11.0% | -10.3% | +1.1% |
| 30D | +28.8% | +4.9% | +23.9% | +29.2% |
| 3M | +21.1% | +4.9% | +16.1% | +21.5% |
| 6M | +52.5% | +7.1% | +45.4% | +52.9% |
| YTD | +8.9% | +0.3% | +8.6% | +9.1% |
| 1Y | +8.2% | +5.9% | +2.3% | +8.1% |
| 3Y | -5.2% | +578.5% | -583.6% | -15.3% |
| All | -5.2% | +580.6% | -585.7% | -15.3% |
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