-37.8%
ROL vs TSLQ
-49.1%
+11.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -3.2% | +5.7% | -8.9% | -3.2% |
| 30D | -6.6% | -21.1% | +14.5% | -6.6% |
| 3M | -27.3% | -11.5% | -15.8% | -27.5% |
| 6M | -38.1% | -14.9% | -23.2% | -38.4% |
| YTD | -41.8% | +2.4% | -44.2% | -42.2% |
| 1Y | -37.8% | -49.8% | +12.0% | -38.7% |
| All | -37.8% | -49.1% | +11.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling