+893.7%
TT vs ROP
+134.1%
+759.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +1.1% |
| 7D | +1.6% | -5.4% | +7.0% | +4.5% |
| 30D | -7.3% | -1.6% | -5.7% | -6.8% |
| 3M | -2.6% | +18.8% | -21.4% | -12.8% |
| 6M | +5.9% | +8.2% | -2.3% | -0.9% |
| YTD | +15.4% | -10.5% | +25.9% | +20.0% |
| 1Y | +8.2% | -23.7% | +32.0% | +24.0% |
| 3Y | +122.7% | -17.9% | +140.5% | +139.9% |
| 5Y | +145.0% | -15.3% | +160.3% | +156.6% |
| 10Y | +893.7% | +133.4% | +760.3% | +424.5% |
| All | +893.7% | +134.1% | +759.6% | +424.5% |
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