+802.2%
TTMI vs ROL
-4.5%
+806.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +6.0% | -3.2% | +9.2% | +6.3% |
| 30D | -6.4% | -6.6% | +0.2% | -5.9% |
| 3M | -28.9% | -27.3% | -1.6% | -26.4% |
| 6M | +26.9% | -38.1% | +65.0% | +34.8% |
| YTD | +77.3% | -41.8% | +119.1% | +89.6% |
| 1Y | +147.5% | -37.8% | +185.3% | +161.0% |
| 3Y | +847.6% | -0.3% | +848.0% | +767.4% |
| 5Y | +802.2% | -5.1% | +807.3% | +683.3% |
| All | +802.2% | -4.5% | +806.7% | +683.3% |
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