+19.3%
TPR vs ROP
+10.4%
+8.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.3% |
| 7D | +12.6% | +11.7% | +0.9% | +12.2% |
| 30D | +7.1% | +35.5% | -28.3% | +6.0% |
| 3M | -19.4% | +25.6% | -45.0% | -20.2% |
| 6M | -9.7% | +39.3% | -49.0% | -9.9% |
| YTD | -1.0% | +11.6% | -12.7% | +8.0% |
| 1Y | +19.3% | +10.6% | +8.7% | +31.6% |
| All | +19.3% | +10.4% | +8.9% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling