+0.9%
ROK vs TMF
-22.6%
+23.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | -10.0% | +16.3% | -26.3% | -12.6% |
| 3M | -11.4% | -2.7% | -8.8% | -10.4% |
| 6M | -13.7% | -13.2% | -0.5% | -10.0% |
| YTD | +1.0% | -16.7% | +17.7% | +5.4% |
| All | +0.9% | -22.6% | +23.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling