+2,299.0%
ROL vs TCOM
+2,658.7%
-359.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -3.4% | -7.6% | +4.2% | -2.4% |
| 30D | -6.9% | -12.2% | +5.3% | -5.4% |
| 3M | -24.6% | -14.2% | -10.4% | -23.2% |
| 6M | -39.5% | -25.0% | -14.5% | -37.4% |
| YTD | -41.1% | -43.7% | +2.6% | -36.9% |
| 1Y | -37.9% | -44.5% | +6.6% | -33.5% |
| 3Y | +0.8% | +13.4% | -12.6% | -4.4% |
| 5Y | -4.7% | +26.5% | -31.1% | -15.1% |
| 10Y | +207.9% | -10.3% | +218.2% | +172.9% |
| All | +2,299.0% | +2,658.7% | -359.7% | +1,105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling