-53.2%
TE vs ROL
+73.0%
-126.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -4.0% | -1.4% | -2.5% | -3.8% |
| 30D | -15.9% | -4.1% | -11.8% | -15.6% |
| 3M | -60.5% | -22.5% | -38.0% | -59.6% |
| 6M | -35.2% | -37.7% | +2.4% | -31.7% |
| YTD | -31.1% | -39.6% | +8.4% | -27.1% |
| 1Y | +148.6% | -36.0% | +184.7% | +159.8% |
| 3Y | -26.4% | -5.1% | -21.3% | -30.7% |
| 5Y | -48.0% | -3.4% | -44.6% | -53.3% |
| All | -53.2% | +73.0% | -126.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling