+212.7%
ROL vs TMF
-81.8%
+294.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.5% |
| 7D | -1.7% | -8.2% | +6.5% | -1.7% |
| 30D | +18.5% | +5.3% | +13.2% | +18.6% |
| 3M | +4.3% | -8.5% | +12.8% | +4.3% |
| 6M | -27.7% | -17.2% | -10.5% | -27.8% |
| YTD | -35.8% | -23.4% | -12.4% | -35.9% |
| 1Y | -34.1% | -30.2% | -3.9% | -34.3% |
| 3Y | +2.9% | -32.9% | +35.9% | +3.0% |
| 5Y | +12.7% | -88.5% | +101.3% | +0.5% |
| All | +212.7% | -81.8% | +294.6% | +205.0% |
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