-78.3%
TE vs ROL
+86.6%
-164.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -22.0% | +0.8% | -22.7% | -22.0% |
| 30D | -33.6% | +20.6% | -54.2% | -34.8% |
| 3M | -61.1% | +4.5% | -65.5% | -61.2% |
| 6M | -64.7% | -26.5% | -38.2% | -63.5% |
| YTD | -68.1% | -34.8% | -33.3% | -66.5% |
| 1Y | -51.7% | -33.2% | -18.5% | -49.5% |
| 3Y | +42.0% | +4.5% | +37.5% | +32.4% |
| 5Y | -80.8% | +15.5% | -96.4% | -82.8% |
| All | -78.3% | +86.6% | -164.9% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling