+45.2%
ROP vs TW
+298.0%
-252.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.7% | +3.2% | -5.9% | -3.6% |
| 30D | +29.7% | +19.7% | +10.0% | +22.6% |
| 3M | +21.2% | +26.8% | -5.6% | +12.5% |
| 6M | +48.3% | +20.9% | +27.4% | +39.2% |
| YTD | +8.4% | +22.9% | -14.5% | +0.8% |
| 1Y | +6.0% | +20.4% | -14.4% | -0.8% |
| 3Y | -5.6% | +42.9% | -48.5% | -18.2% |
| 5Y | +1.3% | +40.2% | -39.0% | -13.6% |
| All | +45.2% | +298.0% | -252.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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