+8.7%
TT vs ROP
-20.9%
+29.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.3% |
| 7D | 0.0% | -4.4% | +4.4% | -0.6% |
| 30D | -7.2% | +3.2% | -10.4% | -6.7% |
| 3M | -3.0% | +23.1% | -26.0% | -0.1% |
| 6M | +1.4% | +13.3% | -12.0% | +3.9% |
| YTD | +15.9% | -7.9% | +23.7% | +18.3% |
| All | +8.7% | -20.9% | +29.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling