+2,027.8%
ROK vs TMF
-68.9%
+2,096.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.4% |
| 30D | -3.3% | -2.8% | -0.5% | -3.7% |
| 3M | -5.9% | -10.9% | +5.0% | -7.5% |
| 6M | +13.9% | -21.3% | +35.2% | +9.5% |
| YTD | +12.6% | -15.9% | +28.5% | +9.6% |
| 1Y | +28.6% | -15.7% | +44.3% | +25.4% |
| 3Y | +45.1% | -43.4% | +88.5% | +35.2% |
| 5Y | +45.6% | -87.8% | +133.3% | +0.4% |
| 10Y | +345.0% | -86.7% | +431.8% | +253.1% |
| All | +2,027.8% | -68.9% | +2,096.6% | +2,578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling