+131.3%
TLT vs ROL
+4,349.2%
-4,217.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.2% |
| 7D | +0.1% | +9.5% | -9.4% | +0.9% |
| 30D | +6.2% | +22.9% | -16.8% | +8.1% |
| 3M | +0.1% | +3.5% | -3.5% | +0.4% |
| 6M | -3.0% | -29.4% | +26.4% | -5.8% |
| YTD | -2.7% | -36.1% | +33.3% | -6.3% |
| 1Y | -4.8% | -34.4% | +29.5% | -8.1% |
| 3Y | +6.9% | +4.0% | +2.9% | +8.3% |
| 5Y | -34.5% | +13.2% | -47.7% | -32.6% |
| 10Y | -17.3% | +219.7% | -237.0% | -0.8% |
| All | +131.3% | +4,349.2% | -4,217.9% | +290.4% |
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 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