+6,477.2%
TRV vs ROL
+9,030.3%
-2,553.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | -3.4% | -4.1% | +0.7% | -2.2% |
| 3M | +26.4% | -22.5% | +48.9% | +36.4% |
| 6M | +19.3% | -37.7% | +57.0% | +37.7% |
| YTD | +28.3% | -39.6% | +67.9% | +49.2% |
| 1Y | +34.3% | -36.0% | +70.3% | +53.0% |
| 3Y | +140.1% | -5.1% | +145.3% | +139.6% |
| 5Y | +155.7% | -3.4% | +159.1% | +148.4% |
| 10Y | +285.5% | +215.2% | +70.3% | +149.1% |
| All | +6,477.2% | +9,030.3% | -2,553.1% | +1,580.6% |
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