-53.2%
TE vs ROP
+14.2%
-67.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.0% |
| 7D | -4.0% | -4.4% | +0.5% | -3.1% |
| 30D | -15.9% | +3.2% | -19.1% | -16.4% |
| 3M | -60.5% | +23.1% | -83.6% | -63.1% |
| 6M | -35.2% | +13.3% | -48.5% | -38.1% |
| YTD | -31.1% | -7.9% | -23.3% | -29.7% |
| 1Y | +148.6% | -22.1% | +170.7% | +171.1% |
| 3Y | -26.4% | -16.8% | -9.6% | -20.2% |
| 5Y | -48.0% | -13.5% | -34.5% | -45.7% |
| All | -53.2% | +14.2% | -67.3% | -51.1% |
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 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