+4,763.2%
ROL vs TD
+8,082.4%
-3,319.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +20.8% | +7.6% | +13.1% | +17.5% |
| 3M | +3.7% | +3.0% | +0.7% | +2.3% |
| 6M | -27.7% | +16.8% | -44.5% | -32.1% |
| YTD | -34.9% | +34.3% | -69.3% | -42.1% |
| 1Y | -33.3% | +56.0% | -89.3% | -43.8% |
| 3Y | +4.3% | +132.4% | -128.0% | -25.3% |
| 5Y | +15.0% | +103.7% | -88.7% | -14.7% |
| 10Y | +214.7% | +299.2% | -84.5% | +74.2% |
| All | +4,763.2% | +8,082.4% | -3,319.2% | +1,065.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling