+4.0%
ROL vs TLN
+538.9%
-534.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.0% |
| 7D | +9.5% | -1.3% | +10.8% | +9.5% |
| 30D | +22.9% | -10.5% | +33.4% | +22.8% |
| 3M | +3.5% | +0.1% | +3.4% | +3.5% |
| 6M | -29.4% | -17.4% | -12.0% | -29.4% |
| YTD | -36.1% | -9.7% | -26.4% | -36.1% |
| 1Y | -34.4% | -12.3% | -22.1% | -34.4% |
| 3Y | +4.0% | +528.3% | -524.3% | -7.8% |
| All | +4.0% | +538.9% | -534.9% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling