+213.1%
ROL vs TMF
-82.2%
+295.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.8% |
| 7D | +2.9% | -1.1% | +3.9% | +2.9% |
| 30D | +20.1% | +11.8% | +8.3% | +20.2% |
| 3M | +3.2% | -4.0% | +7.2% | +3.1% |
| 6M | -28.0% | -16.5% | -11.5% | -28.2% |
| YTD | -35.3% | -19.9% | -15.4% | -35.4% |
| 1Y | -33.6% | -25.6% | -8.1% | -33.8% |
| 3Y | +3.8% | -29.9% | +33.7% | +3.8% |
| 5Y | +14.4% | -88.2% | +102.6% | +1.9% |
| 10Y | +213.1% | -81.7% | +294.8% | +206.6% |
| All | +213.1% | -82.2% | +295.3% | +206.6% |
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