-18.3%
TE vs ROL
+1.0%
-19.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.5% | +9.5% |
| 7D | +18.2% | -3.4% | +21.7% | +17.5% |
| 30D | -13.5% | -6.9% | -6.6% | -14.5% |
| 3M | -44.6% | -24.6% | -20.0% | -47.0% |
| 6M | -24.7% | -39.5% | +14.8% | -29.0% |
| YTD | -24.3% | -41.1% | +16.9% | -28.1% |
| 1Y | +155.6% | -37.9% | +193.5% | +142.4% |
| 3Y | -18.3% | +0.8% | -19.1% | -32.7% |
| All | -18.3% | +1.0% | -19.3% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling