+4.3%
ROL vs TMF
-30.8%
+35.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | +3.4% | -1.1% | +4.5% | +3.5% |
| 30D | +20.8% | +11.8% | +8.9% | +19.5% |
| 3M | +3.7% | -4.0% | +7.8% | +3.9% |
| 6M | -27.7% | -16.5% | -11.1% | -26.8% |
| YTD | -34.9% | -19.9% | -15.0% | -34.0% |
| 1Y | -33.3% | -25.6% | -7.7% | -31.9% |
| 3Y | +4.3% | -29.9% | +34.2% | +5.2% |
| All | +4.3% | -30.8% | +35.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling