+46.0%
ROP vs TW
+20.4%
+25.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | -2.9% | +2.8% | -5.8% | -4.2% |
| 30D | +30.1% | +18.1% | +12.0% | +20.9% |
| 3M | +19.9% | +25.2% | -5.4% | +8.6% |
| 6M | +46.0% | +19.1% | +26.9% | +35.2% |
| All | +46.0% | +20.4% | +25.7% | +35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling