-0.7%
TLT vs ROP
-15.8%
+15.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.4% |
| 7D | -0.4% | -4.4% | +4.0% | -0.2% |
| 30D | -0.6% | +3.2% | -3.8% | -0.8% |
| 3M | -2.7% | +23.1% | -25.8% | -4.1% |
| 6M | -5.6% | +13.3% | -18.9% | -6.4% |
| YTD | -2.8% | -7.9% | +5.1% | -1.5% |
| 1Y | -1.4% | -22.1% | +20.6% | +1.7% |
| All | -0.7% | -15.8% | +15.1% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling