-34.7%
ROL vs TDY
+22.9%
-57.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +3.1% |
| 7D | +14.6% | -5.0% | +19.6% | +15.0% |
| 30D | +29.3% | +2.0% | +27.3% | +28.8% |
| 3M | +2.0% | -7.7% | +9.7% | +2.6% |
| 6M | -28.5% | -0.9% | -27.7% | -28.6% |
| YTD | -35.3% | +23.7% | -59.1% | -37.7% |
| 1Y | -34.7% | +23.6% | -58.3% | -37.0% |
| All | -34.7% | +22.9% | -57.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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