+220.7%
ROL vs TD
+300.0%
-79.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +19.8% | +5.2% | +14.6% | +17.9% |
| 3M | +7.9% | +1.2% | +6.7% | +7.3% |
| 6M | -25.6% | +17.7% | -43.4% | -29.8% |
| YTD | -34.1% | +34.2% | -68.4% | -40.5% |
| 1Y | -31.4% | +55.4% | -86.8% | -41.0% |
| 3Y | +4.7% | +130.4% | -125.7% | -22.0% |
| 5Y | +15.6% | +101.8% | -86.2% | -10.7% |
| All | +220.7% | +300.0% | -79.3% | +83.4% |
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