+146.0%
TT vs ROP
-13.6%
+159.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.3% |
| 7D | 0.0% | -4.4% | +4.4% | +1.8% |
| 30D | -7.2% | +3.2% | -10.4% | -8.6% |
| 3M | -3.0% | +23.1% | -26.0% | -12.6% |
| 6M | +1.4% | +13.3% | -12.0% | -5.6% |
| YTD | +15.9% | -7.9% | +23.7% | +21.3% |
| 1Y | +9.4% | -22.1% | +31.5% | +27.2% |
| 3Y | +124.4% | -16.8% | +141.2% | +143.9% |
| All | +146.0% | -13.6% | +159.6% | +150.6% |
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