-7.8%
ROL vs TLN
+583.6%
-591.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.4% |
| 7D | -1.4% | +7.1% | -8.5% | -1.4% |
| 30D | -4.1% | -3.9% | -0.2% | -4.1% |
| 3M | -22.5% | -16.2% | -6.4% | -22.6% |
| 6M | -37.7% | -5.8% | -31.8% | -37.7% |
| YTD | -39.6% | -15.4% | -24.1% | -39.6% |
| 1Y | -36.0% | -16.7% | -19.3% | -36.2% |
| 3Y | -5.1% | +473.8% | -478.9% | -18.6% |
| All | -7.8% | +583.6% | -591.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling