+147.5%
TTMI vs ROL
-38.5%
+186.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +6.0% | -3.2% | +9.2% | +5.0% |
| 30D | -6.4% | -6.6% | +0.2% | -8.1% |
| 3M | -28.9% | -27.3% | -1.6% | -32.8% |
| 6M | +26.9% | -38.1% | +65.0% | +18.3% |
| YTD | +77.3% | -41.8% | +119.1% | +65.3% |
| 1Y | +147.5% | -37.8% | +185.3% | +142.4% |
| All | +147.5% | -38.5% | +186.0% | +142.4% |
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