+148.6%
TE vs ROP
-21.5%
+170.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | -1.4% |
| 7D | -4.0% | -4.4% | +0.5% | -7.3% |
| 30D | -15.9% | +3.2% | -19.1% | -13.8% |
| 3M | -60.5% | +23.1% | -83.6% | -53.5% |
| 6M | -35.2% | +13.3% | -48.5% | -25.3% |
| YTD | -31.1% | -7.9% | -23.3% | -29.0% |
| 1Y | +148.6% | -22.1% | +170.7% | +172.4% |
| All | +148.6% | -21.5% | +170.1% | +172.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling