+10.7%
TTMI vs ROL
-34.1%
+44.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.8% | -12.9% | -8.5% |
| 7D | -19.2% | +14.6% | -33.7% | -12.5% |
| 30D | -44.9% | +29.3% | -74.2% | -37.4% |
| 3M | -44.7% | +2.0% | -46.7% | -40.0% |
| 6M | -53.4% | -28.5% | -24.9% | -48.0% |
| YTD | +6.3% | -35.3% | +41.7% | +15.8% |
| 1Y | +10.7% | -34.7% | +45.4% | +15.7% |
| All | +10.7% | -34.1% | +44.8% | +15.7% |
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