+13,174.6%
TDG vs ROL
+1,760.3%
+11,414.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.4% |
| 30D | -7.4% | -4.1% | -3.3% | -5.9% |
| 3M | -5.4% | -22.5% | +17.1% | +4.5% |
| 6M | -11.6% | -37.7% | +26.0% | +6.7% |
| YTD | -12.6% | -39.6% | +27.0% | +6.6% |
| 1Y | -9.3% | -36.0% | +26.7% | +7.5% |
| 3Y | +49.2% | -5.1% | +54.3% | +47.4% |
| 5Y | +132.1% | -3.4% | +135.5% | +122.2% |
| 10Y | +544.8% | +215.2% | +329.6% | +240.9% |
| All | +13,174.6% | +1,760.3% | +11,414.3% | +2,884.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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