+90.2%
TT vs ROL
+3.8%
+86.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | -2.0% | +9.5% | -11.5% | -3.6% |
| 30D | -14.0% | +22.9% | -37.0% | -17.5% |
| 3M | -15.9% | +3.5% | -19.4% | -16.1% |
| 6M | -17.3% | -29.4% | +12.1% | -8.6% |
| YTD | +4.0% | -36.1% | +40.0% | +18.2% |
| 1Y | -7.1% | -34.4% | +27.2% | +4.5% |
| 3Y | +90.2% | +4.0% | +86.2% | +72.3% |
| All | +90.2% | +3.8% | +86.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling