+2,550.8%
ROL vs TCOM
+2,902.5%
-351.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.4% | +6.5% | -3.1% | +2.5% |
| 30D | +20.8% | +13.3% | +7.4% | +18.8% |
| 3M | +3.7% | -6.5% | +10.2% | +4.6% |
| 6M | -27.7% | -16.3% | -11.3% | -26.2% |
| YTD | -34.9% | -38.7% | +3.8% | -31.1% |
| 1Y | -33.3% | -40.1% | +6.8% | -29.2% |
| 3Y | +4.3% | +30.6% | -26.3% | -2.8% |
| 5Y | +15.0% | +45.8% | -30.8% | +0.6% |
| 10Y | +214.7% | +8.1% | +206.6% | +171.6% |
| All | +2,550.8% | +2,902.5% | -351.7% | +1,217.2% |
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