+343.5%
ROK vs TMF
-86.8%
+430.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.9% |
| 30D | -2.4% | -1.8% | -0.6% | -2.5% |
| 3M | -4.7% | -8.2% | +3.5% | -5.3% |
| 6M | +16.8% | -19.5% | +36.2% | +14.8% |
| YTD | +11.4% | -16.0% | +27.3% | +10.0% |
| 1Y | +26.2% | -22.5% | +48.7% | +23.9% |
| 3Y | +51.9% | -42.3% | +94.1% | +46.9% |
| 5Y | +46.4% | -87.7% | +134.1% | +13.2% |
| 10Y | +343.5% | -86.5% | +430.0% | +316.9% |
| All | +343.5% | -86.8% | +430.3% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling