+205.1%
ROL vs TNA
+84.1%
+121.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -3.2% | -7.6% | +4.4% | -2.2% |
| 30D | -6.6% | -13.6% | +7.0% | -4.8% |
| 3M | -27.3% | +2.8% | -30.1% | -27.9% |
| 6M | -38.1% | +34.5% | -72.6% | -41.3% |
| YTD | -41.8% | +41.0% | -82.8% | -45.4% |
| 1Y | -37.8% | +52.0% | -89.8% | -42.8% |
| 3Y | -0.3% | +103.5% | -103.8% | -18.1% |
| 5Y | -5.1% | -22.5% | +17.5% | -15.0% |
| All | +205.1% | +84.1% | +121.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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