-34.7%
ROL vs TD
+61.0%
-95.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.4% |
| 7D | +14.6% | +1.4% | +13.2% | +14.4% |
| 30D | +29.3% | +10.2% | +19.0% | +28.1% |
| 3M | +2.0% | +8.1% | -6.1% | +1.1% |
| 6M | -28.5% | +22.3% | -50.8% | -31.6% |
| YTD | -35.3% | +39.0% | -74.4% | -39.9% |
| 1Y | -34.7% | +62.6% | -97.3% | -41.1% |
| All | -34.7% | +61.0% | -95.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling