-15.9%
ROP vs TW
+20.0%
-35.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -3.4% | -0.6% | -2.7% | -3.2% |
| 3M | +16.7% | +3.4% | +13.3% | +15.4% |
| 6M | +8.1% | -18.4% | +26.5% | +13.9% |
| YTD | -11.7% | -3.9% | -7.8% | -11.2% |
| 1Y | -24.2% | -13.3% | -10.9% | -21.7% |
| 3Y | -19.0% | +20.8% | -39.8% | -25.9% |
| 5Y | -15.9% | +20.3% | -36.1% | -23.8% |
| All | -15.9% | +20.0% | -35.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling