-34.5%
TLT vs ROL
+15.7%
-50.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.1% | +3.0% | -6.1% | -3.3% |
| 30D | +1.0% | +19.8% | -18.7% | -0.5% |
| 3M | -2.7% | +7.9% | -10.6% | -3.5% |
| 6M | -4.1% | -25.6% | +21.5% | -2.1% |
| YTD | -5.4% | -34.1% | +28.8% | -2.5% |
| 1Y | -7.0% | -31.4% | +24.4% | -4.6% |
| 3Y | +2.8% | +4.7% | -1.8% | +0.6% |
| All | -34.5% | +15.7% | -50.2% | -37.4% |
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