-78.3%
TE vs ROP
+34.2%
-112.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -22.0% | -2.9% | -19.0% | -21.6% |
| 30D | -33.6% | +30.1% | -63.7% | -36.8% |
| 3M | -61.1% | +19.9% | -80.9% | -62.3% |
| 6M | -64.7% | +46.0% | -110.8% | -68.2% |
| YTD | -68.1% | +8.4% | -76.5% | -68.4% |
| 1Y | -51.7% | +8.8% | -60.5% | -52.4% |
| 3Y | +42.0% | -5.6% | +47.6% | +51.0% |
| 5Y | -80.8% | +3.0% | -83.8% | -80.5% |
| All | -78.3% | +34.2% | -112.5% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling