+5.2%
ROL vs TSLQ
-97.3%
+102.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.0% | +5.4% | -2.7% |
| 7D | -3.4% | -8.6% | +5.1% | -3.5% |
| 30D | -6.9% | -24.9% | +17.9% | -7.3% |
| 3M | -24.6% | -1.5% | -23.1% | -24.5% |
| 6M | -39.5% | -18.1% | -21.5% | -39.5% |
| YTD | -41.1% | -0.1% | -41.0% | -40.8% |
| 1Y | -37.9% | -51.4% | +13.4% | -38.4% |
| 3Y | +0.8% | -95.9% | +96.7% | -1.8% |
| All | +5.2% | -97.3% | +102.4% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling