+133.5%
TT vs ROP
+2.3%
+131.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +8.1% | -2.7% | +10.7% | +9.0% |
| 30D | -11.3% | +29.7% | -41.0% | -19.9% |
| 3M | -11.2% | +21.2% | -32.4% | -17.9% |
| 6M | -8.9% | +48.3% | -57.2% | -24.2% |
| YTD | +9.7% | +8.4% | +1.3% | +7.7% |
| 1Y | +1.3% | +6.0% | -4.7% | +0.8% |
| 3Y | +93.4% | -5.6% | +99.0% | +102.6% |
| 5Y | +133.5% | +1.3% | +132.3% | +127.7% |
| All | +133.5% | +2.3% | +131.2% | +127.7% |
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