+172.6%
TTMI vs ROL
-35.4%
+208.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +9.0% |
| 7D | +5.9% | -1.4% | +7.3% | +5.4% |
| 30D | -4.3% | -4.1% | -0.2% | -5.3% |
| 3M | -32.0% | -22.5% | -9.5% | -35.2% |
| 6M | +19.5% | -37.7% | +57.1% | +11.0% |
| YTD | +82.0% | -39.6% | +121.6% | +70.4% |
| 1Y | +172.6% | -36.0% | +208.6% | +167.7% |
| All | +172.6% | -35.4% | +208.0% | +167.7% |
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