+750.6%
TT vs ROL
+222.1%
+528.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.9% |
| 7D | +1.7% | +7.5% | -5.8% | -0.9% |
| 30D | -11.8% | +21.1% | -33.0% | -18.1% |
| 3M | -12.6% | +3.1% | -15.7% | -14.1% |
| 6M | -9.4% | -27.4% | +18.1% | +1.3% |
| YTD | +8.8% | -34.7% | +43.5% | +26.5% |
| 1Y | -2.5% | -32.9% | +30.4% | +11.9% |
| 3Y | +95.7% | +6.1% | +89.5% | +82.5% |
| 5Y | +135.7% | +16.3% | +119.4% | +106.8% |
| 10Y | +750.6% | +214.9% | +535.8% | +369.3% |
| All | +750.6% | +222.1% | +528.5% | +369.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling