-0.4%
ROL vs TSLQ
-95.6%
+95.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.3% | -8.0% | +4.7% | -3.3% |
| 30D | -7.2% | -23.8% | +16.6% | -7.4% |
| 3M | -27.0% | -7.0% | -20.0% | -27.0% |
| 6M | -39.5% | -17.1% | -22.4% | -39.5% |
| YTD | -41.8% | +0.1% | -41.9% | -41.7% |
| 1Y | -38.9% | -51.2% | +12.3% | -39.2% |
| All | -0.4% | -95.6% | +95.2% | +3.4% |
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