-39.5%
ROL vs TW
-14.2%
-25.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -3.2% | -4.5% | +1.3% | -2.5% |
| 30D | -4.9% | -2.3% | -2.6% | -4.6% |
| 3M | -25.8% | +2.6% | -28.4% | -26.1% |
| 6M | -37.6% | -17.5% | -20.0% | -36.4% |
| YTD | -41.5% | -5.3% | -36.2% | -41.3% |
| 1Y | -39.5% | -14.8% | -24.7% | -38.2% |
| All | -39.5% | -14.2% | -25.3% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling