-33.2%
ROL vs TMF
-26.6%
-6.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -3.4% | +4.1% | +1.3% |
| 30D | +20.6% | +11.5% | +9.1% | +19.2% |
| 3M | +4.5% | -4.5% | +9.0% | +3.6% |
| 6M | -26.5% | -15.0% | -11.5% | -27.2% |
| YTD | -34.8% | -19.9% | -15.0% | -35.3% |
| 1Y | -33.2% | -26.6% | -6.6% | -33.1% |
| All | -33.2% | -26.6% | -6.6% | -33.1% |
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