-5.6%
TLT vs ROP
+10.4%
-16.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | +1.0% | +11.7% | -10.7% | +0.5% |
| 30D | +6.0% | +35.5% | -29.4% | +5.0% |
| 3M | -0.9% | +25.6% | -26.5% | -1.8% |
| 6M | -2.3% | +39.3% | -41.5% | -3.2% |
| YTD | -3.3% | +11.6% | -15.0% | -2.5% |
| 1Y | -5.6% | +10.6% | -16.2% | -4.8% |
| All | -5.6% | +10.4% | -16.0% | -4.8% |
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