+17.8%
ROP vs TW
+206.7%
-188.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -4.6% | -4.5% | -0.1% | -3.2% |
| 30D | -1.7% | -2.3% | +0.6% | -1.0% |
| 3M | +17.1% | +2.6% | +14.5% | +15.9% |
| 6M | +10.9% | -17.5% | +28.4% | +17.0% |
| YTD | -12.1% | -5.3% | -6.8% | -11.3% |
| 1Y | -24.2% | -14.8% | -9.5% | -21.2% |
| 3Y | -20.4% | +18.8% | -39.2% | -27.1% |
| 5Y | -15.4% | +20.7% | -36.1% | -24.6% |
| All | +17.8% | +206.7% | -188.9% | -21.9% |
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