-33.1%
ROL vs TMF
-22.6%
-10.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 30D | +21.1% | +16.3% | +4.8% | +19.1% |
| 3M | +3.1% | -2.7% | +5.8% | +1.7% |
| 6M | -27.4% | -13.2% | -14.3% | -28.4% |
| YTD | -34.7% | -16.7% | -18.0% | -35.6% |
| All | -33.1% | -22.6% | -10.5% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling