-5.1%
ROL vs TNA
-26.1%
+21.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | -3.2% | -7.6% | +4.4% | -2.4% |
| 30D | -6.6% | -13.6% | +7.0% | -5.2% |
| 3M | -27.3% | +2.8% | -30.1% | -27.8% |
| 6M | -38.1% | +34.5% | -72.6% | -40.7% |
| YTD | -41.8% | +41.0% | -82.8% | -44.7% |
| 1Y | -37.8% | +52.0% | -89.8% | -41.8% |
| 3Y | -0.3% | +103.5% | -103.8% | -15.8% |
| 5Y | -5.1% | -22.5% | +17.5% | -12.7% |
| All | -5.1% | -26.1% | +21.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling