+212.7%
ROL vs TD
+300.1%
-87.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +18.5% | +5.0% | +13.6% | +16.7% |
| 3M | +4.3% | +1.1% | +3.2% | +3.8% |
| 6M | -27.7% | +16.5% | -44.2% | -31.5% |
| YTD | -35.8% | +34.3% | -70.1% | -42.0% |
| 1Y | -34.1% | +52.9% | -87.0% | -43.0% |
| 3Y | +2.9% | +132.2% | -129.3% | -23.5% |
| 5Y | +12.7% | +101.9% | -89.2% | -13.0% |
| All | +212.7% | +300.1% | -87.4% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling