+36.2%
TRV vs ROL
-27.8%
+64.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +8.0% | +18.5% | -10.5% | +4.4% |
| 3M | +9.3% | +4.3% | +4.9% | +8.1% |
| 6M | +36.2% | -27.7% | +63.9% | +50.5% |
| All | +36.2% | -27.8% | +64.0% | +50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling