+131.4%
TLT vs ROP
+3,177.4%
-3,046.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | -0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.1% |
| 30D | +5.1% | +29.5% | -24.4% | +8.4% |
| 3M | -0.2% | +17.5% | -17.7% | +1.8% |
| 6M | -2.9% | +38.1% | -41.0% | +1.2% |
| YTD | -2.7% | +7.0% | -9.7% | -1.6% |
| 1Y | -4.6% | +6.5% | -11.1% | -3.5% |
| 3Y | +6.1% | -5.5% | +11.6% | +6.1% |
| 5Y | -35.1% | -0.4% | -34.8% | -34.5% |
| 10Y | -12.5% | +183.6% | -196.1% | +7.1% |
| All | +131.4% | +3,177.4% | -3,046.0% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling