-23.6%
ROP vs TW
-14.0%
-9.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -8.0% | -2.7% | -5.3% | -7.3% |
| 30D | -2.7% | -1.7% | -1.0% | -2.3% |
| 3M | +16.6% | +1.6% | +15.0% | +16.2% |
| 6M | +10.4% | -17.7% | +28.1% | +14.9% |
| YTD | -12.1% | -4.3% | -7.7% | -11.1% |
| 1Y | -23.6% | -13.1% | -10.5% | -22.4% |
| All | -23.6% | -14.0% | -9.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling