-53.4%
TE vs ROL
+66.7%
-120.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | -16.3% | -6.6% | -9.7% | -15.8% |
| 3M | -40.8% | -27.3% | -13.4% | -38.9% |
| 6M | -42.6% | -38.1% | -4.5% | -39.6% |
| YTD | -31.4% | -41.8% | +10.3% | -27.2% |
| 1Y | +144.9% | -37.8% | +182.7% | +156.3% |
| 3Y | -26.0% | -0.3% | -25.7% | -31.5% |
| 5Y | -48.5% | -5.1% | -43.4% | -53.6% |
| All | -53.4% | +66.7% | -120.1% | -58.6% |
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