-50.0%
TE vs ROP
+9.4%
-59.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.7% |
| 7D | +15.0% | -6.1% | +21.1% | +16.4% |
| 30D | -7.5% | -3.4% | -4.2% | -6.9% |
| 3M | -42.0% | +16.7% | -58.6% | -45.1% |
| 6M | -31.4% | +8.1% | -39.5% | -33.8% |
| YTD | -26.5% | -11.7% | -14.8% | -24.4% |
| 1Y | +153.1% | -24.2% | +177.3% | +176.6% |
| 3Y | -20.7% | -19.0% | -1.7% | -13.7% |
| 5Y | -45.4% | -15.9% | -29.6% | -42.5% |
| All | -50.0% | +9.4% | -59.4% | -47.4% |
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 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