-79.9%
TE vs ROP
+34.3%
-114.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -13.6% | -2.7% | -10.9% | -13.3% |
| 30D | -37.7% | +29.7% | -67.4% | -40.6% |
| 3M | -59.8% | +21.2% | -81.0% | -61.2% |
| 6M | -66.3% | +48.3% | -114.6% | -69.8% |
| YTD | -70.5% | +8.4% | -78.9% | -70.8% |
| 1Y | -48.8% | +6.0% | -54.8% | -48.9% |
| 3Y | +31.3% | -5.6% | +36.9% | +39.7% |
| 5Y | -82.0% | +1.3% | -83.3% | -81.8% |
| All | -79.9% | +34.3% | -114.2% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling