+318.5%
TPR vs ROP
+140.4%
+178.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +2.3% |
| 7D | -2.3% | -4.4% | +2.1% | +0.5% |
| 30D | -23.0% | +3.2% | -26.2% | -24.8% |
| 3M | -12.5% | +23.1% | -35.5% | -24.9% |
| 6M | -21.4% | +13.3% | -34.7% | -29.6% |
| YTD | -3.5% | -7.9% | +4.3% | -0.8% |
| 1Y | +17.4% | -22.1% | +39.4% | +36.4% |
| 3Y | +291.3% | -16.8% | +308.1% | +323.2% |
| 5Y | +241.9% | -13.5% | +255.4% | +253.4% |
| All | +318.5% | +140.4% | +178.1% | +125.7% |
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