+1,743.5%
ROK vs TMF
-69.2%
+1,812.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -13.8% | +1.2% | -15.0% | -13.6% |
| 30D | -14.9% | +19.7% | -34.7% | -12.3% |
| 3M | -14.7% | -2.1% | -12.6% | -14.7% |
| 6M | -17.7% | -13.4% | -4.2% | -19.4% |
| YTD | -2.5% | -16.7% | +14.3% | -5.0% |
| 1Y | +2.3% | -23.3% | +25.6% | -1.8% |
| 3Y | +52.7% | -24.8% | +77.6% | +50.1% |
| 5Y | +20.5% | -88.0% | +108.6% | -17.4% |
| 10Y | +284.0% | -84.7% | +368.7% | +217.2% |
| All | +1,743.5% | -69.2% | +1,812.7% | +2,221.7% |
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