-45.3%
TNA vs ROP
+1.9%
-47.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.5% |
| 7D | +3.7% | +0.7% | +3.0% | +2.7% |
| 30D | +4.4% | +28.8% | -24.4% | -24.3% |
| 3M | -26.7% | +21.1% | -47.7% | -43.3% |
| 6M | -12.8% | +52.5% | -65.4% | -54.0% |
| YTD | +22.7% | +8.9% | +13.8% | +5.0% |
| 1Y | +35.7% | +8.2% | +27.4% | +17.4% |
| 3Y | +134.6% | -5.2% | +139.7% | +164.7% |
| All | -45.3% | +1.9% | -47.2% | -49.2% |
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