+13,174.6%
TDG vs ROP
+902.4%
+12,272.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +2.4% |
| 7D | -2.0% | -4.4% | +2.4% | +0.5% |
| 30D | -7.4% | +3.2% | -10.6% | -9.3% |
| 3M | -5.4% | +23.1% | -28.4% | -17.0% |
| 6M | -11.6% | +13.3% | -24.9% | -19.3% |
| YTD | -12.6% | -7.9% | -4.8% | -10.5% |
| 1Y | -9.3% | -22.1% | +12.7% | +2.2% |
| 3Y | +49.2% | -16.8% | +66.0% | +60.4% |
| 5Y | +132.1% | -13.5% | +145.7% | +142.2% |
| 10Y | +544.8% | +137.7% | +407.1% | +284.4% |
| All | +13,174.6% | +902.4% | +12,272.2% | +3,481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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