+13,805.5%
TDG vs ROL
+1,927.5%
+11,878.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.1% |
| 7D | +1.7% | +3.0% | -1.3% | +0.5% |
| 30D | +9.7% | +19.8% | -10.1% | +1.6% |
| 3M | -2.3% | +7.9% | -10.2% | -5.8% |
| 6M | +1.3% | -25.6% | +27.0% | +13.2% |
| YTD | -8.5% | -34.1% | +25.7% | +7.3% |
| 1Y | -8.1% | -31.4% | +23.3% | +5.7% |
| 3Y | +43.4% | +4.7% | +38.7% | +36.0% |
| 5Y | +127.8% | +15.6% | +112.2% | +102.3% |
| 10Y | +554.4% | +220.6% | +333.8% | +243.7% |
| All | +13,805.5% | +1,927.5% | +11,878.1% | +2,903.3% |
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