-0.4%
ROL vs TLN
+683.0%
-683.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.2% | -5.2% | +2.2% |
| 7D | +7.5% | +9.1% | -1.5% | +7.7% |
| 30D | +21.1% | -4.1% | +25.2% | +21.2% |
| 3M | +3.1% | +4.4% | -1.3% | +3.2% |
| 6M | -27.4% | -6.0% | -21.4% | -27.4% |
| YTD | -34.7% | -3.1% | -31.6% | -34.7% |
| 1Y | -32.9% | -6.1% | -26.9% | -32.9% |
| 3Y | +6.1% | +575.3% | -569.2% | -9.4% |
| All | -0.4% | +683.0% | -683.4% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling