+434.2%
TTMI vs ROL
+13.5%
+420.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.1% |
| 7D | +22.6% | -1.7% | +24.3% | +22.5% |
| 30D | -34.3% | +18.5% | -52.8% | -34.4% |
| 3M | -44.8% | +4.3% | -49.1% | -44.2% |
| 6M | -53.3% | -27.7% | -25.6% | -50.5% |
| YTD | +10.6% | -35.8% | +46.3% | +19.0% |
| 1Y | +8.2% | -34.1% | +42.3% | +15.9% |
| 3Y | +435.7% | +2.9% | +432.7% | +398.0% |
| 5Y | +434.2% | +12.7% | +421.5% | +352.8% |
| All | +434.2% | +13.5% | +420.7% | +352.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling