+371.7%
TPR vs ROP
+183.0%
+188.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | +6.4% | -2.9% | +9.4% | +8.4% |
| 30D | +13.8% | +30.1% | -16.3% | -4.5% |
| 3M | -16.6% | +19.9% | -36.5% | -26.6% |
| 6M | +0.7% | +46.0% | -45.4% | -23.6% |
| YTD | +5.3% | +8.4% | -3.0% | -3.0% |
| 1Y | +32.4% | +8.8% | +23.5% | +21.4% |
| 3Y | +406.4% | -5.6% | +412.0% | +405.2% |
| 5Y | +227.9% | +3.0% | +224.9% | +201.2% |
| 10Y | +371.7% | +184.0% | +187.7% | +150.3% |
| All | +371.7% | +183.0% | +188.7% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling