-34.3%
TLT vs ROP
+1.4%
-35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +0.1% | +2.1% | -2.0% | -0.1% |
| 30D | +6.2% | +32.9% | -26.7% | +3.5% |
| 3M | +0.1% | +20.3% | -20.3% | -1.7% |
| 6M | -3.0% | +36.8% | -39.7% | -5.9% |
| YTD | -2.7% | +8.1% | -10.8% | -3.2% |
| 1Y | -4.8% | +8.3% | -13.1% | -5.4% |
| 3Y | +6.9% | -3.2% | +10.2% | +7.0% |
| All | -34.3% | +1.4% | -35.7% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling