+145.2%
TE vs ROP
-23.7%
+169.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +0.2% | -4.6% | +4.8% | -3.2% |
| 30D | -5.9% | -1.7% | -4.2% | -6.9% |
| 3M | -45.6% | +17.1% | -62.6% | -38.1% |
| 6M | -43.4% | +10.9% | -54.2% | -36.5% |
| YTD | -31.0% | -12.1% | -18.9% | -31.2% |
| 1Y | +145.2% | -24.2% | +169.5% | +163.8% |
| All | +145.2% | -23.7% | +169.0% | +163.8% |
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