-4.7%
ROL vs TD
+123.5%
-128.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -6.9% | -0.7% | -6.3% | -6.9% |
| 3M | -24.6% | +6.3% | -30.9% | -25.7% |
| 6M | -39.5% | +27.9% | -67.5% | -42.9% |
| YTD | -41.1% | +29.8% | -70.9% | -44.6% |
| 1Y | -37.9% | +63.7% | -101.6% | -44.6% |
| 3Y | +0.8% | +128.3% | -127.5% | -17.5% |
| 5Y | -4.7% | +125.5% | -130.2% | -21.7% |
| All | -4.7% | +123.5% | -128.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling