-84.3%
TE vs ROL
+15.7%
-100.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.4% |
| 7D | -19.1% | +3.0% | -22.1% | -19.4% |
| 30D | -34.1% | +19.8% | -53.9% | -36.0% |
| 3M | -60.1% | +7.9% | -68.0% | -60.7% |
| 6M | -66.0% | -25.6% | -40.3% | -63.8% |
| YTD | -71.4% | -34.1% | -37.3% | -68.7% |
| 1Y | -45.3% | -31.4% | -13.9% | -41.0% |
| 3Y | +9.1% | +4.7% | +4.5% | -8.9% |
| All | -84.3% | +15.7% | -100.0% | -88.7% |
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 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