+131.4%
TLT vs ROL
+4,441.9%
-4,310.4%
-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% | -2.0% | +0.2% |
| 7D | +0.3% | +7.5% | -7.2% | +0.9% |
| 30D | +5.1% | +21.1% | -16.0% | +6.9% |
| 3M | -0.2% | +3.1% | -3.3% | +0.1% |
| 6M | -2.9% | -27.4% | +24.5% | -5.5% |
| YTD | -2.7% | -34.7% | +32.0% | -6.1% |
| 1Y | -4.6% | -32.9% | +28.3% | -7.7% |
| 3Y | +6.1% | +6.1% | -0.1% | +7.6% |
| 5Y | -35.1% | +16.3% | -51.5% | -33.1% |
| 10Y | -12.5% | +214.9% | -227.3% | +4.6% |
| All | +131.4% | +4,441.9% | -4,310.4% | +291.3% |
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