-41.3%
TE vs ROL
-2.9%
-38.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.5% | +10.4% |
| 7D | +18.2% | -3.4% | +21.7% | +18.8% |
| 30D | -13.5% | -6.9% | -6.6% | -12.6% |
| 3M | -44.6% | -24.6% | -20.0% | -42.3% |
| 6M | -24.7% | -39.5% | +14.8% | -17.9% |
| YTD | -24.3% | -41.1% | +16.9% | -16.9% |
| 1Y | +155.6% | -37.9% | +193.5% | +174.6% |
| 3Y | -18.3% | +0.8% | -19.1% | -31.1% |
| 5Y | -41.3% | -4.7% | -36.6% | -57.2% |
| All | -41.3% | -2.9% | -38.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling