+4,769.6%
ROL vs TD
+8,109.5%
-3,339.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | -3.1% | +3.8% | +1.9% |
| 30D | +20.6% | +6.7% | +13.9% | +17.7% |
| 3M | +4.5% | +3.1% | +1.4% | +3.0% |
| 6M | -26.5% | +17.6% | -44.2% | -31.2% |
| YTD | -34.8% | +34.8% | -69.6% | -42.0% |
| 1Y | -33.2% | +55.6% | -88.8% | -43.7% |
| 3Y | +4.5% | +133.1% | -128.7% | -25.3% |
| 5Y | +15.5% | +104.7% | -89.1% | -14.4% |
| 10Y | +217.2% | +303.6% | -86.3% | +74.9% |
| All | +4,769.6% | +8,109.5% | -3,339.9% | +1,065.1% |
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