-36.0%
ROL vs TLN
-17.2%
-18.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.7% |
| 7D | -1.4% | +7.1% | -8.5% | -0.9% |
| 30D | -4.1% | -3.9% | -0.2% | -4.3% |
| 3M | -22.5% | -16.2% | -6.4% | -23.3% |
| 6M | -37.7% | -5.8% | -31.8% | -37.6% |
| YTD | -39.6% | -15.4% | -24.1% | -39.9% |
| 1Y | -36.0% | -16.7% | -19.3% | -33.5% |
| All | -36.0% | -17.2% | -18.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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