-20.7%
TLT vs ROP
+134.1%
-154.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | -0.1% |
| 7D | +0.4% | -5.4% | +5.8% | +0.1% |
| 30D | -0.3% | -1.6% | +1.3% | -0.4% |
| 3M | -1.7% | +18.8% | -20.6% | -0.8% |
| 6M | -4.9% | +8.2% | -13.1% | -4.5% |
| YTD | -2.8% | -10.5% | +7.7% | -3.2% |
| 1Y | -4.2% | -23.7% | +19.5% | -5.5% |
| 3Y | -1.1% | -17.9% | +16.8% | -1.5% |
| 5Y | -33.7% | -15.3% | -18.4% | -34.0% |
| 10Y | -20.7% | +133.4% | -154.1% | -5.7% |
| All | -20.7% | +134.1% | -154.8% | -5.7% |
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