+131.2%
TLT vs ROL
+4,104.2%
-3,973.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | -1.4% | +1.0% | -0.6% |
| 30D | -0.6% | -4.1% | +3.5% | -0.9% |
| 3M | -2.7% | -22.5% | +19.8% | -4.8% |
| 6M | -5.6% | -37.7% | +32.0% | -9.4% |
| YTD | -2.8% | -39.6% | +36.8% | -6.9% |
| 1Y | -1.4% | -36.0% | +34.6% | -5.0% |
| 3Y | -1.6% | -5.1% | +3.6% | -1.2% |
| 5Y | -33.8% | -3.4% | -30.4% | -33.0% |
| 10Y | -21.1% | +215.2% | -236.4% | -5.4% |
| All | +131.2% | +4,104.2% | -3,973.0% | +288.2% |
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