+4,415.8%
ROL vs TD
+7,879.0%
-3,463.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -4.1% | +0.4% | -4.5% | -4.4% |
| 3M | -22.5% | +7.6% | -30.1% | -24.8% |
| 6M | -37.7% | +25.0% | -62.7% | -42.9% |
| YTD | -39.6% | +31.0% | -70.6% | -45.6% |
| 1Y | -36.0% | +65.2% | -101.2% | -47.2% |
| 3Y | -5.1% | +122.5% | -127.6% | -30.9% |
| 5Y | -3.4% | +124.8% | -128.2% | -31.0% |
| 10Y | +215.2% | +298.2% | -83.0% | +74.8% |
| All | +4,415.8% | +7,879.0% | -3,463.2% | +993.2% |
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