-10.1%
ROL vs TLN
+602.5%
-612.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.5% |
| 7D | -3.4% | +10.9% | -14.3% | -3.4% |
| 30D | -6.9% | -6.3% | -0.6% | -6.9% |
| 3M | -24.6% | -10.7% | -13.9% | -24.7% |
| 6M | -39.5% | +1.6% | -41.2% | -39.6% |
| YTD | -41.1% | -13.1% | -28.0% | -41.2% |
| 1Y | -37.9% | -15.1% | -22.9% | -38.1% |
| 3Y | +0.8% | +495.0% | -494.2% | -13.6% |
| All | -10.1% | +602.5% | -612.6% | -23.5% |
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 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