+240.3%
TTMI vs ROL
+6,255.8%
-6,015.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.8% | +8.9% |
| 7D | +7.2% | +0.8% | +6.5% | +6.8% |
| 30D | -28.7% | +20.6% | -49.2% | -36.8% |
| 3M | -39.8% | +4.5% | -44.3% | -43.1% |
| 6M | -51.7% | -26.5% | -25.2% | -45.7% |
| YTD | +14.1% | -34.8% | +48.9% | +35.8% |
| 1Y | +16.0% | -33.2% | +49.1% | +36.0% |
| 3Y | +452.7% | +4.5% | +448.2% | +378.6% |
| 5Y | +451.5% | +15.5% | +436.0% | +330.7% |
| 10Y | +443.1% | +217.2% | +225.9% | +99.4% |
| All | +240.3% | +6,255.8% | -6,015.5% | -92.3% |
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 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