+4.0%
ROL vs TMF
-25.3%
+29.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +9.5% | +1.2% | +8.3% | +9.3% |
| 30D | +22.9% | +19.7% | +3.2% | +20.9% |
| 3M | +3.5% | -2.1% | +5.6% | +3.5% |
| 6M | -29.4% | -13.4% | -15.9% | -28.8% |
| YTD | -36.1% | -16.7% | -19.3% | -35.4% |
| 1Y | -34.4% | -23.3% | -11.0% | -33.2% |
| 3Y | +4.0% | -24.8% | +28.8% | +4.8% |
| All | +4.0% | -25.3% | +29.3% | +4.8% |
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