+1.5%
TT vs ROL
-31.8%
+33.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.3% |
| 7D | +4.0% | +3.0% | +1.1% | +4.2% |
| 30D | -11.3% | +19.8% | -31.1% | -10.6% |
| 3M | -12.3% | +7.9% | -20.2% | -11.2% |
| 6M | -10.8% | -25.6% | +14.8% | -5.2% |
| YTD | +8.2% | -34.1% | +42.3% | +20.0% |
| 1Y | +1.5% | -31.4% | +32.9% | +12.0% |
| All | +1.5% | -31.8% | +33.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling