+153.1%
TE vs ROL
-38.8%
+191.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.5% |
| 7D | +15.0% | -3.3% | +18.3% | +13.4% |
| 30D | -7.5% | -7.2% | -0.3% | -10.2% |
| 3M | -42.0% | -27.0% | -15.0% | -48.6% |
| 6M | -31.4% | -39.5% | +8.1% | -41.6% |
| YTD | -26.5% | -41.8% | +15.3% | -34.4% |
| 1Y | +153.1% | -38.9% | +192.0% | +124.1% |
| All | +153.1% | -38.8% | +191.9% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling