-17.9%
ROP vs TW
+21.9%
-39.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -2.1% |
| 7D | -5.4% | -3.5% | -1.9% | -4.6% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +18.8% | +4.9% | +13.9% | +17.5% |
| 6M | +8.2% | -17.1% | +25.3% | +12.6% |
| YTD | -10.5% | -3.9% | -6.6% | -10.0% |
| 1Y | -23.7% | -13.3% | -10.5% | -21.7% |
| 3Y | -17.9% | +20.9% | -38.8% | -20.9% |
| All | -17.9% | +21.9% | -39.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling