+443.1%
TTMI vs ROL
+5,794.0%
-5,350.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.6% |
| 7D | +5.9% | -1.4% | +7.3% | +6.7% |
| 30D | -4.3% | -4.1% | -0.2% | -2.5% |
| 3M | -32.0% | -22.5% | -9.5% | -23.6% |
| 6M | +19.5% | -37.7% | +57.1% | +51.2% |
| YTD | +82.0% | -39.6% | +121.6% | +132.6% |
| 1Y | +172.6% | -36.0% | +208.6% | +233.1% |
| 3Y | +744.7% | -5.1% | +749.8% | +689.9% |
| 5Y | +805.6% | -3.4% | +808.9% | +700.6% |
| 10Y | +1,057.6% | +215.2% | +842.4% | +335.0% |
| All | +443.1% | +5,794.0% | -5,350.9% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling