+15,818.7%
TT vs ROL
+9,030.3%
+6,788.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -7.4% | -4.1% | -3.3% | -5.9% |
| 3M | -3.2% | -22.5% | +19.3% | +6.0% |
| 6M | +1.1% | -37.7% | +38.8% | +20.4% |
| YTD | +15.6% | -39.6% | +55.2% | +38.9% |
| 1Y | +9.2% | -36.0% | +45.2% | +27.7% |
| 3Y | +124.4% | -5.1% | +129.5% | +121.4% |
| 5Y | +138.0% | -3.4% | +141.4% | +129.3% |
| 10Y | +886.4% | +215.2% | +671.1% | +476.5% |
| All | +15,818.7% | +9,030.3% | +6,788.4% | +2,775.3% |
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 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