+133.5%
TT vs ROL
+13.5%
+120.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +8.1% | -1.7% | +9.7% | +8.6% |
| 30D | -11.3% | +18.5% | -29.8% | -15.9% |
| 3M | -11.2% | +4.3% | -15.5% | -12.5% |
| 6M | -8.9% | -27.7% | +18.8% | +1.3% |
| YTD | +9.7% | -35.8% | +45.5% | +27.1% |
| 1Y | +1.3% | -34.1% | +35.4% | +16.0% |
| 3Y | +93.4% | +2.9% | +90.4% | +81.6% |
| 5Y | +133.5% | +12.7% | +120.8% | +103.5% |
| All | +133.5% | +13.5% | +120.1% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling