+901.9%
TTMI vs ROL
+1.0%
+900.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +2.8% |
| 7D | +12.2% | -3.4% | +15.6% | +11.8% |
| 30D | -5.7% | -6.9% | +1.2% | -6.2% |
| 3M | -27.5% | -24.6% | -2.9% | -28.3% |
| 6M | +47.1% | -39.5% | +86.7% | +46.0% |
| YTD | +87.5% | -41.1% | +128.6% | +86.0% |
| 1Y | +175.2% | -37.9% | +213.1% | +173.6% |
| 3Y | +901.9% | +0.8% | +901.1% | +808.9% |
| All | +901.9% | +1.0% | +900.9% | +808.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling