+2,515.7%
ROL vs TCOM
+2,843.2%
-327.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | +18.5% | +11.5% | +7.0% | +16.9% |
| 3M | +4.3% | -5.2% | +9.5% | +5.0% |
| 6M | -27.7% | -16.9% | -10.8% | -26.2% |
| YTD | -35.8% | -39.9% | +4.1% | -31.8% |
| 1Y | -34.1% | -42.1% | +8.0% | -29.7% |
| 3Y | +2.9% | +28.0% | -25.1% | -3.9% |
| 5Y | +12.7% | +40.4% | -27.7% | -0.9% |
| 10Y | +212.6% | +5.6% | +207.0% | +170.7% |
| All | +2,515.7% | +2,843.2% | -327.6% | +1,203.1% |
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