-37.8%
ROL vs TD
+61.3%
-99.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -3.2% | -2.6% | -0.6% | -3.0% |
| 30D | -6.6% | -1.0% | -5.6% | -6.5% |
| 3M | -27.3% | +5.6% | -32.9% | -28.3% |
| 6M | -38.1% | +27.1% | -65.2% | -42.0% |
| YTD | -41.8% | +29.4% | -71.2% | -45.5% |
| 1Y | -37.8% | +60.7% | -98.5% | -44.9% |
| All | -37.8% | +61.3% | -99.1% | -44.9% |
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