+15.5%
ROL vs TMF
-88.3%
+103.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -3.4% | +4.1% | +1.0% |
| 30D | +20.6% | +11.5% | +9.1% | +19.6% |
| 3M | +4.5% | -4.5% | +9.0% | +4.7% |
| 6M | -26.5% | -15.0% | -11.5% | -25.8% |
| YTD | -34.8% | -19.9% | -15.0% | -34.0% |
| 1Y | -33.2% | -26.6% | -6.6% | -31.9% |
| 3Y | +4.5% | -29.8% | +34.3% | +5.7% |
| 5Y | +15.5% | -88.2% | +103.7% | +15.1% |
| All | +15.5% | -88.3% | +103.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling