+50.6%
ROL vs TW
+298.0%
-247.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -1.7% | +3.2% | -4.9% | -2.5% |
| 30D | +18.5% | +19.7% | -1.2% | +13.0% |
| 3M | +4.3% | +26.8% | -22.5% | -2.1% |
| 6M | -27.7% | +20.9% | -48.6% | -31.6% |
| YTD | -35.8% | +22.9% | -58.7% | -39.9% |
| 1Y | -34.1% | +20.4% | -54.5% | -38.0% |
| 3Y | +2.9% | +42.9% | -39.9% | -8.9% |
| 5Y | +12.7% | +40.2% | -27.5% | -0.7% |
| All | +50.6% | +298.0% | -247.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling