+1,304.8%
ROL vs TMF
-69.1%
+1,373.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +11.7% | +2.7% | +9.0% | +12.0% |
| 30D | +27.7% | +19.3% | +8.4% | +29.7% |
| 3M | +3.7% | -3.7% | +7.3% | +3.3% |
| 6M | -27.8% | -11.3% | -16.5% | -28.5% |
| YTD | -34.7% | -16.6% | -18.1% | -35.7% |
| 1Y | -34.1% | -21.1% | -13.0% | -35.4% |
| 3Y | +5.9% | -26.8% | +32.7% | +4.5% |
| 5Y | +15.6% | -88.0% | +103.7% | -9.0% |
| 10Y | +226.5% | -84.7% | +311.2% | +189.4% |
| All | +1,304.8% | -69.1% | +1,373.9% | +1,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling