+49.7%
ROK vs TMF
-41.6%
+91.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -3.3% | -2.8% | -0.5% | -3.2% |
| 3M | -5.9% | -10.9% | +5.0% | -5.3% |
| 6M | +13.9% | -21.3% | +35.2% | +14.8% |
| YTD | +12.6% | -15.9% | +28.5% | +13.3% |
| 1Y | +28.6% | -15.7% | +44.3% | +29.4% |
| All | +49.7% | -41.6% | +91.3% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling