+14,856.2%
TT vs ROL
+9,732.8%
+5,123.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +3.4% | -2.6% | -0.5% |
| 30D | -11.8% | +20.8% | -32.5% | -18.4% |
| 3M | -11.6% | +3.7% | -15.3% | -13.6% |
| 6M | -9.3% | -27.7% | +18.4% | +1.0% |
| YTD | +8.9% | -34.9% | +43.8% | +26.0% |
| 1Y | -2.2% | -33.3% | +31.1% | +11.9% |
| 3Y | +91.9% | +4.3% | +87.6% | +81.6% |
| 5Y | +136.0% | +15.0% | +121.0% | +111.4% |
| 10Y | +734.7% | +214.7% | +520.0% | +384.2% |
| All | +14,856.2% | +9,732.8% | +5,123.4% | +2,502.8% |
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