+396.5%
TTMI vs ROP
+185.2%
+211.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +11.4% | +0.7% | +10.7% | +11.1% |
| 30D | -28.3% | +28.8% | -57.1% | -36.2% |
| 3M | -46.7% | +21.1% | -67.7% | -51.7% |
| 6M | -56.1% | +52.5% | -108.7% | -65.9% |
| YTD | +7.4% | +8.9% | -1.5% | -0.6% |
| 1Y | +17.4% | +8.2% | +9.2% | +9.0% |
| 3Y | +429.1% | -5.2% | +434.3% | +427.1% |
| 5Y | +418.8% | +1.7% | +417.0% | +388.1% |
| All | +396.5% | +185.2% | +211.3% | +121.9% |
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 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