-21.4%
TPR vs ROP
+14.8%
-36.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | -0.5% |
| 7D | -2.3% | -4.4% | +2.1% | -2.9% |
| 30D | -23.0% | +3.2% | -26.2% | -22.6% |
| 3M | -12.5% | +23.1% | -35.5% | -7.8% |
| 6M | -21.4% | +13.3% | -34.7% | -20.4% |
| All | -21.4% | +14.8% | -36.3% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling