+7.9%
ROL vs TSLQ
-97.0%
+104.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +0.6% |
| 7D | -1.4% | -5.8% | +4.4% | -1.5% |
| 30D | -4.1% | -22.1% | +18.0% | -4.4% |
| 3M | -22.5% | +10.1% | -32.6% | -22.2% |
| 6M | -37.7% | -6.8% | -30.9% | -37.5% |
| YTD | -39.6% | +8.5% | -48.1% | -39.2% |
| 1Y | -36.0% | -49.7% | +13.7% | -36.5% |
| 3Y | -5.1% | -95.6% | +90.5% | -7.6% |
| All | +7.9% | -97.0% | +104.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling