-12.6%
TLT vs ROP
+185.2%
-197.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | +1.0% | +28.8% | -27.7% | +2.1% |
| 3M | -2.7% | +21.1% | -23.8% | -2.0% |
| 6M | -4.1% | +52.5% | -56.7% | -2.2% |
| YTD | -5.4% | +8.9% | -14.2% | -5.0% |
| 1Y | -7.0% | +8.2% | -15.2% | -6.7% |
| 3Y | +2.8% | -5.2% | +8.0% | +2.7% |
| 5Y | -35.4% | +1.7% | -37.1% | -35.3% |
| All | -12.6% | +185.2% | -197.8% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling