+23.5%
ROP vs TW
+221.1%
-197.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -4.4% | -2.3% | -2.1% | -3.8% |
| 30D | +3.2% | +3.9% | -0.7% | +1.9% |
| 3M | +23.1% | +5.7% | +17.4% | +20.6% |
| 6M | +13.3% | -14.5% | +27.8% | +18.3% |
| YTD | -7.9% | -0.9% | -7.0% | -8.3% |
| 1Y | -22.1% | -13.5% | -8.5% | -19.3% |
| 3Y | -16.8% | +25.0% | -41.8% | -25.0% |
| 5Y | -13.5% | +22.7% | -36.2% | -23.3% |
| All | +23.5% | +221.1% | -197.6% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling