-33.2%
ROL vs TLN
-1.4%
-31.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | +0.5% |
| 7D | +0.8% | +15.9% | -15.1% | +1.9% |
| 30D | +20.6% | -0.3% | +20.9% | +20.8% |
| 3M | +4.5% | +5.8% | -1.3% | +5.2% |
| 6M | -26.5% | -1.2% | -25.3% | -26.2% |
| YTD | -34.8% | +1.0% | -35.9% | -34.4% |
| 1Y | -33.2% | +1.1% | -34.3% | -32.7% |
| All | -33.2% | -1.4% | -31.8% | -32.7% |
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