+4.7%
ROL vs TLN
+580.6%
-575.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.3% | +2.5% |
| 7D | +3.0% | +11.0% | -8.1% | +3.2% |
| 30D | +19.8% | +4.9% | +14.9% | +19.9% |
| 3M | +7.9% | +4.9% | +3.0% | +8.1% |
| 6M | -25.6% | +7.1% | -32.8% | -25.6% |
| YTD | -34.1% | +0.3% | -34.5% | -34.1% |
| 1Y | -31.4% | +5.9% | -37.3% | -31.4% |
| 3Y | +4.7% | +578.5% | -573.8% | -4.9% |
| All | +4.7% | +580.6% | -575.9% | -4.9% |
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