+12,468.3%
TT vs ROP
+25,523.2%
-13,055.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.9% |
| 7D | -0.2% | -4.4% | +4.2% | +1.4% |
| 30D | -7.4% | +3.2% | -10.6% | -8.6% |
| 3M | -3.2% | +23.1% | -26.3% | -11.2% |
| 6M | +1.1% | +13.3% | -12.2% | -5.0% |
| YTD | +15.6% | -7.9% | +23.5% | +16.7% |
| 1Y | +9.2% | -22.1% | +31.2% | +17.1% |
| 3Y | +124.4% | -16.8% | +141.2% | +134.1% |
| 5Y | +138.0% | -13.5% | +151.5% | +145.2% |
| 10Y | +886.4% | +137.7% | +748.7% | +604.6% |
| All | +12,468.3% | +25,523.2% | -13,055.0% | +3,504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling