+205.1%
ROL vs TCOM
-10.5%
+215.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -3.2% | -6.5% | +3.3% | -2.7% |
| 30D | -6.6% | -16.2% | +9.6% | -5.4% |
| 3M | -27.3% | -19.3% | -8.0% | -26.2% |
| 6M | -38.1% | -27.2% | -10.9% | -36.7% |
| YTD | -41.8% | -46.2% | +4.4% | -39.3% |
| 1Y | -37.8% | -46.6% | +8.8% | -35.2% |
| 3Y | -0.3% | +8.4% | -8.7% | -2.9% |
| 5Y | -5.1% | +25.8% | -30.9% | -10.6% |
| All | +205.1% | -10.5% | +215.6% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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