+4.7%
ROL vs TNA
+138.6%
-133.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +3.0% | +3.7% | -0.7% | +2.7% |
| 30D | +19.8% | +4.4% | +15.4% | +19.3% |
| 3M | +7.9% | -26.7% | +34.6% | +9.6% |
| 6M | -25.6% | -12.8% | -12.8% | -25.5% |
| YTD | -34.1% | +22.7% | -56.8% | -35.6% |
| 1Y | -31.4% | +35.7% | -67.1% | -33.4% |
| 3Y | +4.7% | +134.6% | -129.9% | -5.0% |
| All | +4.7% | +138.6% | -133.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling