+2,700.2%
TFC vs ROL
+9,030.3%
-6,330.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.4% | -1.4% | +3.8% | +3.0% |
| 30D | -1.3% | -4.1% | +2.8% | +0.2% |
| 3M | +6.1% | -22.5% | +28.6% | +16.0% |
| 6M | +7.3% | -37.7% | +45.0% | +27.2% |
| YTD | +8.2% | -39.6% | +47.8% | +29.3% |
| 1Y | +14.4% | -36.0% | +50.4% | +33.4% |
| 3Y | +93.7% | -5.1% | +98.9% | +90.7% |
| 5Y | +16.4% | -3.4% | +19.8% | +11.1% |
| 10Y | +101.6% | +215.2% | -113.7% | +16.2% |
| All | +2,700.2% | +9,030.3% | -6,330.1% | +539.7% |
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 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