+4.7%
ROL vs TSLQ
-97.0%
+101.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.6% |
| 7D | +3.0% | -16.8% | +19.8% | +2.9% |
| 30D | +19.8% | -18.0% | +37.7% | +19.7% |
| 3M | +7.9% | -34.5% | +42.4% | +7.7% |
| 6M | -25.6% | -8.9% | -16.7% | -25.6% |
| YTD | -34.1% | -19.0% | -15.1% | -34.1% |
| 1Y | -31.4% | -38.2% | +6.8% | -31.5% |
| 3Y | +4.7% | -96.9% | +101.6% | +5.0% |
| All | +4.7% | -97.0% | +101.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling