+36.6%
ROL vs TW
+209.8%
-173.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -6.6% | -1.7% | -4.9% | -6.2% |
| 3M | -27.3% | +1.6% | -28.9% | -27.9% |
| 6M | -38.1% | -17.7% | -20.4% | -35.2% |
| YTD | -41.8% | -4.3% | -37.4% | -41.7% |
| 1Y | -37.8% | -13.1% | -24.7% | -36.1% |
| 3Y | -0.3% | +20.3% | -20.6% | -7.8% |
| 5Y | -5.1% | +22.0% | -27.0% | -13.7% |
| All | +36.6% | +209.8% | -173.3% | +3.5% |
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