-41.3%
TE vs ROP
-14.2%
-27.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.9% | +12.9% | +11.0% |
| 7D | +18.2% | -5.4% | +23.6% | +20.5% |
| 30D | -13.5% | -1.6% | -11.9% | -13.1% |
| 3M | -44.6% | +18.8% | -63.4% | -50.5% |
| 6M | -24.7% | +8.2% | -32.9% | -29.5% |
| YTD | -24.3% | -10.5% | -13.8% | -19.7% |
| 1Y | +155.6% | -23.7% | +179.3% | +209.8% |
| 3Y | -18.3% | -17.9% | -0.4% | -6.5% |
| 5Y | -41.3% | -15.3% | -26.0% | -36.1% |
| All | -41.3% | -14.2% | -27.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling