+227.9%
TPR vs ROP
+1.6%
+226.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +6.4% | -2.9% | +9.4% | +7.7% |
| 30D | +13.8% | +30.1% | -16.3% | +1.1% |
| 3M | -16.6% | +19.9% | -36.5% | -23.4% |
| 6M | +0.7% | +46.0% | -45.4% | -16.7% |
| YTD | +5.3% | +8.4% | -3.0% | +2.4% |
| 1Y | +32.4% | +8.8% | +23.5% | +28.2% |
| 3Y | +406.4% | -5.6% | +412.0% | +426.2% |
| 5Y | +227.9% | +3.0% | +224.9% | +207.6% |
| All | +227.9% | +1.6% | +226.3% | +207.6% |
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 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