+4.7%
ROL vs TMF
-32.2%
+36.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +2.7% |
| 7D | +3.0% | -9.3% | +12.3% | +4.0% |
| 30D | +19.8% | +1.9% | +17.8% | +19.6% |
| 3M | +7.9% | -11.2% | +19.1% | +8.9% |
| 6M | -25.6% | -17.7% | -7.9% | -24.6% |
| YTD | -34.1% | -24.5% | -9.7% | -32.8% |
| 1Y | -31.4% | -29.4% | -2.0% | -29.6% |
| 3Y | +4.7% | -33.4% | +38.1% | +6.0% |
| All | +4.7% | -32.2% | +36.9% | +6.0% |
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