+9.1%
TE vs ROP
-5.1%
+14.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.0% |
| 7D | -19.1% | +0.7% | -19.8% | -19.0% |
| 30D | -34.1% | +28.8% | -62.9% | -33.9% |
| 3M | -60.1% | +21.1% | -81.2% | -59.8% |
| 6M | -66.0% | +52.5% | -118.5% | -68.5% |
| YTD | -71.4% | +8.9% | -80.3% | -68.0% |
| 1Y | -45.3% | +8.2% | -53.5% | -38.6% |
| 3Y | +9.1% | -5.2% | +14.3% | +61.3% |
| All | +9.1% | -5.1% | +14.2% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling