-12.2%
TLT vs ROL
+213.5%
-225.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.7% |
| 30D | +2.2% | +18.5% | -16.4% | +2.2% |
| 3M | -1.7% | +4.3% | -6.1% | -1.8% |
| 6M | -4.0% | -27.7% | +23.8% | -4.4% |
| YTD | -4.9% | -35.8% | +30.8% | -5.5% |
| 1Y | -7.4% | -34.1% | +26.7% | -7.9% |
| 3Y | +3.0% | +2.9% | +0.1% | +3.6% |
| 5Y | -35.1% | +12.7% | -47.8% | -34.1% |
| All | -12.2% | +213.5% | -225.8% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling