-9.3%
ROP vs TLN
+583.6%
-592.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.3% | -3.5% |
| 7D | -4.4% | +7.1% | -11.5% | -4.4% |
| 30D | +3.2% | -3.9% | +7.1% | +3.2% |
| 3M | +23.1% | -16.2% | +39.2% | +22.9% |
| 6M | +13.3% | -5.8% | +19.1% | +12.8% |
| YTD | -7.9% | -15.4% | +7.6% | -8.1% |
| 1Y | -22.1% | -16.7% | -5.4% | -22.3% |
| 3Y | -16.8% | +473.8% | -490.6% | -29.0% |
| All | -9.3% | +583.6% | -592.9% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling